In the bowl of a stand mixer, combine the milk, honey, 4 1/2 cups flour, yeast, and salt. Using the dough hook, mix until the flour is completely incorporated, about 4-5 minutes. Add 4 tablespoons room temp butter and mix until combined, about 2-3 minutes more, adding the additional 1/2 cup flour as needed, until the dough pulls away from the sides of the bowl.Cover the bowl with plastic wrap and let sit at room temperature for 45 minutes to 1 hour or until doubled in size.Punch the dough down and roll out onto a lightly floured surface, creating a large rectangle that’s about 12x18 inches. Layer the thin slices of cold butter down the middle 1/3 the dough, pressing gently to adhere and layering the slices together to create a rectangle of butter. Gently push the butter together with your hands (see above photo). First fold: Fold 1/3 of the dough over the butter, then fold the other 1/3 over top of the first layer so you have 3 dough layers (like an envelope, see above photo). Roll the dough out again into a large rectangle, fold into thirds. Wrap the dough in plastic wrap and transfer to the freezer for 20 minutes..Second Fold: Remove the dough from the freezer. Roll the dough into a rectangle (about 12x18 inches) and fold into envelope. Wrap the dough in plastic wrap and transfer to the freezer for 20 minutes.Meanwhile, butter two (9x5 inch) bread pans. In a small bowl, combine the sugar and cinnamon. Remove the dough from the freezer. Roll the dough into a rectangle. Spread the dough with 2 tablespoons softened butter and sprinkle the cinnamon sugar over the butter. Starting with the edge of dough closest to you, roll the dough into a log, keeping it tight as you go. When you reach the edge, pinch along the edges to seal.Cut the dough log in half. Cut each half into 10-11 rolls. Arrange each roll into the prepared bread pans. You can place them seam side down, or alternate each roll to show more of the filling (see above photo). Cover and let rise 15 minutes. Preheat the oven to 350 degrees F. Place the bread pans on a rimmed baking sheet and brush each loaf with the beaten egg. Transfer to the oven and bake 35-40 minutes or until dark brown on top. Let cool in the pans for 5 minutes, then flip out onto a cooling rack. Slice and serve warm or at room temperature.