In a large bowl, add egg, salt, sugar, milk, yeast and flour and combine together until dough forms
Cover the dough with a wet towel over the bowl it is in and leave it in a warm place (or an oven with a proof setting) for about an hour
While the dough is rising, make the filling.
In a small sauce pan on low heat combine cinnamon, sugar, butter and milk until melted. Turn off heat and set aside to let cool.
Once the dough is done proofing, divide the dough in five smaller dough balls. Cover and let rise again for 30 min.
Roll each dough ball into a regtangular shape and on the bottom half of the dough, add a thin layer of the cinnamon mixture.
On the top of the rolled out dough, use a pizza cutter or dough scrapper and cut the dough in thin strips (think of a comb)
Roll the dough from the side of the cinnamon filling up to the cut edges.
Repeat for all 5 pieces of the dough and put into a cast iron pan or cake pan.
Let rise covered for another 30 minutes.
Preheat over to 350 F
Brush top of bread with milk
Bake for 15-20 minutes or until the top is golden brown. Remove from oven, cool and enjoy!