Heat the milk in a small saucepan until just simmering.
Add the sugar and butter to a large mixing bowl, and pour the hot milk over top. Stir until the butter has melted.
Check the temperature with your finger. If the mixture feels hot, let it cool until it feels just warm to touch.
Add the starter and whisk to combine. Whisk in the egg.
Add the flour and salt, then stir with a wooden spoon or spatula until a shaggy dough forms.
Do three rounds of stretches and folds, once every 20 minutes, over the course of an hour. The dough should be very smooth and easily form a ball when finished.
Cover the dough tightly with a tea towel and a plate and set aside to rise at room temperature until doubled in size. Once the dough has risen, either continue with the next steps, or refrigerate up to 10 hours.
Turn the dough out onto a lightly floured work surface. Cut into 4 equal pieces.
Tuck the edges under each piece to form balls (they don't need to be perfect).
Line a large baking sheet with parchment paper. Melt the butter for the filling and mix the sugar and cinnamon together.
Place a ball onto a floured surface and roll into a circle, about 25cm (10 in.) in diameter.
Place the circle onto the prepared baking sheet and brush with melted butter. Top with a third (30 gram or 2 tablespoons) of the cinnamon sugar in an even layer.
Repeat with the remaining balls of dough, adding butter and sugar between each layer. Don't top the final piece with butter.
Once the layers are finished, gently press a small dish into the centre of the dough circle (about 6cm / 2 in. is ideal).
Cut 16 equal strips of dough, only cutting to the edge of the circle imprint in the middle of the dough. Start by making quarters to make it easier to see the sizing.
Take two strips of dough and twist them away from one another, doing two twists, then tucking and sealing the ends under themselves. Repeat until all of the strips of dough have been twisted.
Cover the bread and set aside to rest for 30 minutes.
Preheat the oven to 350°F (180°C).
Brush the top and sides of the bread with egg wash, and then bake for 25-28 minutes, or until a dark golden colour.
Cool before dusting with icing sugar (optional) and serving. Leftovers are good for a day or two, stored in an airtight container.