How to Make It
In a medium saucepan over medium-low heat, heat the milk until it’s the temperature of a warm bath. Remove it from the heat, then stir in the sugar and the yeast. Let sit about 5 minutes, until the yeast “blooms” in the milk. When it has, whisk in the eggs and melted butter until just combined.
In a large bowl, stir together the flour and the salt. Make a well in the center of the bowl and pour in the milk mixture. Stir together with a wooden spoon until you can’t anymore, then switch to your (clean!) hands and knead, folding the dough onto itself, for 5 minutes, until a slightly sticky but smooth ball has formed. Add a little flour if it seems very sticky even after 5 minutes of kneading.
Pour a bit of oil over the dough and turn it in the bowl so that it’s well coated. Cover the bowl tightly with plastic wrap and set in a warm place, like the top of the refrigerator or inside the oven with the pilot light on, until the dough has doubled in size, about an hour.
While the dough rises, combine the sugar and cinnamon in a small bowl and set aside. Generously grease a 9x5 loaf pan.
When the dough has risen, sprinkle a little flour over a clean countertop and pull out a rolling pin. (If you don’t have a rolling pin, you can use a clean straight-sided wine bottle or, with this dough, gently stretch it into shape with your hands, like pizza dough.) Set the plastic wrap from the top of the bowl aside (you’ll use it later), punch down the dough, and roll it into a rectangle roughly 10x14. Sprinkle the cinnamon sugar mixture over the entire surface of the dough, only leaving about ½ inch of space along the dough’s long edges.
Starting at one short end, roll the dough up tightly so that you have a 10-inch log of dough. Pinch the dough at each end firmly together; this will make the ends of the loaf and keep any of the cinnamon sugar from seeping out.
Carefully lift the the log into the greased loaf pan and cover it with the reserved plastic wrap. Set the dough back in the warm place for about half an hour, until the dough has doubled in size.
Preheat your oven to 350° F. Use a fork to whisk together an egg with a splash of water, and brush this egg wash over the exposed surface of the dough. (If you don’t have a pastry brush, you’ll do just fine with your hand.) This egg wash will make the crust shiny.
Bake the bread for 40 to 50 minutes, until the top is shiny and deeply chestnut-colored and the loaf sounds hollow when you tap it.
Let the loaf cool in the pan for 15 minutes, then carefully tip it out and onto a cooling rack. Now for the hardest part: Let the loaf cool completely before slicing into it.
If you’re not going to eat it all within a day or so, do as I do: Slice it, pack it into a zip-top freezer bag, and freeze for up to three months. This way, you can pull out a slice as you please and simply toast it for about 10 minutes in the oven at 350°F.