Put flour, sugar, salt, and yeast in a bowl and mix together.
Add warm milk, melted butter, and egg, then knead the dough.
Shape the dough into a ball and let it rise for the first proof.
Roll out the dough with a rolling pin.
Brush melted butter over the dough and evenly sprinkle sugar and cinnamon powder.
Roll up the dough and cut into pieces of suitable thickness.
Transfer to a pan and let rise for the second proof.