Mix milk, sugar and yeast in a small bowl and let yeast activate for 10minutes.
Add flour and salt into a mixing bowl. Mix to combine then add yeast mixture and melted butter. Knead bread for 10 minutes until dough is smooth and no longer sticky then place in a large, greased bowl and cover loosely with a cloth or cling wrap.
Let dough rise in a warm place for45 minutes or until doubled in size. Punch down the middle of bread, then turn onto an unfloured surface.
Beat egg and water to make the egg wash and set aside.
Mix cinnamon and sugar in a small bowl.
To form the loaf, roll dough out to form a rectangle. Brush liberally with egg wash, then sprinkle with cinnamon sugar. From one end, roll tightly to form a log.
Pinch any loose edges to seal in the filling then place in a greased loaf pan. Cover loosely with cling wrap and allow to rise for 45 minutes to up to 1 ½ hour until the bread rises about the pan.
While the bread rises, preheat oven to 350 degrees.
Remove cling wrap and place into oven and bake for 30-35 minutes until golden brown.
Remove from oven and brush the top with melted butter. After 10 minutes remove bread from the pan and place on a rack. Allow to cool before cutting.
Store at room temperature in a Ziploc bag or airtight container for 3-4 days to preserve freshness.