Prepare a 8x4-inch OR 9x5-inch loaf pan by spraying it with cooking spray. Set aside.

In a saucepan, set over medium heat, melt the butter. When melted, turn off the heat and pour in the milk and vanilla. The residual heat from the pan will warm the milk.

Meanwhile, in the bowl of a stand-up mixer with the dough attachment (alternatively you could do this by hand with a spatula), add the bread flour, sugar, instant yeast and kosher salt. Give a mix until combined. And then pour in the egg and egg yolk, butter/milk mixture and knead until combined and smooth, about 5 minutes. Grease a bowl with some oil or cooking spray and transfer the dough to the bowl. Put it in a warm and cozy place in your house so it can rise for 1 hour, or doubled in size.

In a small bowl, combine the cinnamon, white sugar, brown sugar and salt. Melt the butter and set aside.

Grease a 8x4-inch loaf pan and set aside.

Lightly flour your work surface. Punch down the dough and roll it out into an 8x18-inch rectangle. Brush it with half of the melted butter and sprinkle with the filling. It should be an even layer of cinnamon and sugar. Pour the remaining butter on top of the filling. This will help moisten the filling to help it stick when we roll it up.

Tightly roll the log up and pinch the seams. Carefully transfer it to the loaf pan, seam-side down. Cover it and place it in a warm place in your house for 1 hour, until it’s about 1 inch out of loaf pan.

Preheat the oven to 350 degrees F. Brush the top with the egg wash. Transfer to the oven to bake until golden brown, about 35 minutes.

Allow it cool in the pan for 10 minutes and then transfer to a cooling rack. Allow to cool to room temperature, about 30 minutes. Slice it up and eat it with softened butter.