Place water in mixing bowl and sprinkle yeast over the top. Stir gently to combine. Let stand for about five to 10 minutes or until yeast has dissolved.
Beat in milk, sugar, butter, and egg.
Beat in 2 cups of flour until mixture is nice and smooth.
Continue adding remaining flour, salt, and cinnamon a little at a time, mixing until dough is nice and smooth. You may not need all of the flour.
Switch to a dough hook and continue mixing for another five minutes OR simply knead by hand for five minutes.
Shape dough into a smooth ball and place in a lightly buttered bowl. Cover loosely with plastic wrap and let rise for 1 to 2 hours or until doubled in size.
Punch dough down and knead a few times on a lightly floured cutting board.
Roll dough out to a 9 x 20 inch rectangle - the longer the better! (The narrow end should be as wide as your loaf pan.)
Combine sugar and cinnamon in a small bowl and sprinkle over the top.
Start with the narrow end and roll up tightly. Pinch edges well to seal.
Tuck ends under slightly and place in buttered 9 x 5 x 3 inch loaf pan.
Cover and let rise for another hour or until the dough has risen an inch over the top of the pan.
Preheat oven to 350F. Bake for 30 to 40 minutes or until loaf is golden brown and sounds hollow when tapped. Thirty five minutes is perfect for me.
Let cool in pan for 5 to 10 minutes before inverting onto a cooling rack. You can slice and serve right away or let the bread cool completely. Store in an airtight container for up to 3 days.