Heat the milk and butter in a small pan until the butter has melted. Allow to cool slightly – the milk should be warm, not hot. Put the flour in a large mixing bowl with a pinch of salt to one side of the bowl. Add the yeast into the flour on the other side of the bowl, so it’s not touching the salt. Pour in the sugar, then mix it all together.
Gradually pour the warm milk into the dry ingredients, mixing with your hands until you have a relatively sticky dough. You may not need all of the milk. Add in the egg and continue to work until combined.
Lightly dust a surface with flour and tip out the dough. It will be quite wet – the more you knead it, the easier it will become. Knead for around 10 mins until you have a smooth dough. Put in a lightly floured bowl to prove for 1 hr or until doubled in size.
To make the filling, mix the melted butter, sugar and cinnamon together until you get a smooth paste. Set aside.
Roll out the dough on a lightly floured surface to around a 30 x 40cm rectangle. Spread over the filling using a palette knife until the dough is completely covered.
Fold in half widthways and cut into 16-18 strips down the shortest side. Twist both ends of each strip in opposite directions until a spiral shape forms. Holding one end in your hand, wrap the rest of the dough around it and over, pressing the ends into the bottom of the bun so it doesn’t unravel during cooking.
Lay on two lined baking trays spaced 5cm apart. Leave to prove for 30-45 mins until risen slightly. Heat the oven to 190C/170C fan/gas 5. Brush the tops of the buns with a little egg and bake for 18-20 mins until golden. Don’t worry if a little cinnamon butter comes out.
For the coating, mix together the sugar and cinnamon. Whilst still warm, toss the buns in the sugar and eat straight away.