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Step 1
Place the milk and butter in a saucepan over low heat. Cook, stirring, for 2 minutes or until butter melts. Remove from heat. Set aside to cool.
Step 2
Place the yeast in a small bowl. Gradually add the milk mixture, stirring, until the yeast dissolves.
Step 3
Combine the flour, sugar and salt in a large bowl. Make a well in the centre and add the milk mixture. Use a wooden spoon, then your hands, to mix until combined and a soft dough forms.
Step 4
Turn the dough onto a lightly floured surface and knead for 3 minutes or until smooth and elastic. Place the dough in a bowl. Cover with a tea towel and set aside in a warm, draught-free place for 1 hour to prove or until doubled in size.
Step 5
Meanwhile, to make the cinnamon filling, use an electric beater to beat the butter, sugar and cinnamon in a medium bowl until combined.
Step 6
Preheat oven to 220°C. Line a baking tray with baking paper. Punch down the centre of the dough with your fist. Knead in the bowl for 20-30 seconds or until smooth. Divide into 2 portions. Use a lightly floured rolling pin to roll out the dough to a 25 x 40cm rectangle, about 5mm thick. Spread with half the cinnamon mixture. Starting from a long side, roll pastry into a log. Trim ends. Cut crossways into 2cm thick slices and place on tray. Use the palm of your hand to flatten slices slightly. Repeat with remaining dough and filling. Set aside in a warm, draught-free place for 20 minutes or until doubled in size.
Step 7
Brush pastries with egg and bake in oven for 8-10 minutes or until brown and cooked through. Remove from oven and transfer to a wire rack to cool.