Heat the milk, in the microwave or a saucepan, until it is “fingervarm” (finger warm), meaning it should feel warm to the touch but not hot. Add your yeast and sugar, stir, and leave it for 5-10 minutes until the mixture starts to bubble up, meaning your yeast is alive and not expired.
Add the egg yolk and salt to a large bowl and mix well. Once the yeast mixture has bubbled up a bit, add it to the egg mixture. Mix well.
Slowly add the flour and softened butter, mixing with a wooden spoon until the dough starts to come together. You can also mix the dough in a stand mixer.
Knead until smooth and elastic, about 10 minutes. Add more flour if the dough is too sticky; it should be soft and smooth, not too sticky nor too dry. Use a stand mixer if you would prefer!
Cover the dough with cling film or a clean dishtowel and place in the fridge overnight for 8 hours, or let rise at room temperature (if room temp is very cold wherever you are, put it in a warm place, i.e. under a light) for about 1 hour or until doubled in size.
Once your dough has doubled in size, prepare a loaf pan (we used a medium sized loaf pan) by buttering the sides of the pan and cutting a piece of parchment paper to lay across the pan.
To shape the loaf, dump the dough out on a clean surface. One of the shorter sides should face you.
Using your hands or a rolling pin, stretch it out into a rectangle, with a width equivalent to the size of your loaf pan and to a thickness somewhere around 1/2 inch.
Brush the dough with the egg white (which you can whisk with some water to get a less gloopy consistency).
Then, sprinkle the cinnamon sugar on top. Leave small gaps without filling on each of the four sides so you can pinch together the dough.
Start rolling from the end closest to you, keeping the roll very tight. Once you have rolled it up, pinch together the ends and the seam, and roll the loaf against the countertop lightly to create surface tension and help close the crease on the bottom of the loaf.
Place the loaf in the loaf pan seam side down. Cover the loaf and let it rise for another 30 mins to an hour, until doubled in size. While it is rising, preheat the oven to 350 F (175 C).
Once the loaf is ready, brush with egg wash.
Bake for about 30 minutes until golden brown and the bread sounds hollow when you tap it. Let it cool for at least 20 minutes before slicing and enjoy!