[Preparation]
Soften unsalted butter at room temperature beforehand. Warm milk until 35℃ / 95 F in the microwave (600 W, around 20 seconds).

[Bread Dough / 1st rising]
Put flour, yeast, and sugar in a large bowl (Put yeast and sugar in the same place). Add salt to the edge away from the dry yeast.
Stir roughly. (Please stir first the place of the sugar and yeast.)

Add an egg, and pour the milk while drawing circles. Use a spatula to fold roughly.
When it comes together, add the butter. Use your hand to knead it until comes together while crushing the butter.

Use a stand mixer (I used KitchenAid) to knead it for 4 minutes at speed 3. Then knead it for 8 minutes at speed 4 until smooth and sticky.

Take it out on a work surface, dust it with flour, then knead it for 3-4 minutes to make the surface smooth.
Put it in a lightly oiled container (deep-sided). Press it lightly to flatten, cover the container with a lid or plastic wrap, and let it rise at 35℃ / 95 F (or a warm place) for 60 minutes until doubled in size.

[Dividing]
Take it out on a work surface, dust it with flour, and press it to flatten. Divide it into three equal parts, and shape each into a square. Cover them with a tightly wrung wet cloth and leave for 10 minutes to rest.

[Filling: Cinnamon Butter]
While the dough is resting, make the filling. Mix softened butter and cinnamon sugar until smooth. Add milk and mix well until smooth.

[Shape into Cinnamon rolls / 2nd rising]
Flour the dough and your rolling pin. Roll it out into a rectangle, about 29 × 16cm, 11'' × 6''.
Put 1/3 of the cinnamon butter on the top and Use a palette knife to spread thinly.

Roll it up gently from the back toward the front while pressing lightly. Lightly pinch the seams.

Place it vertically with the seam side facing down. Use a knife to cut it in half lengthwise to divide it into two pieces. Pinch the edges of the top to stick together.
Braid them while crossing them with the cross-section facing out. (not too tight, not too loose)

Form a ring and lightly pinch the edges to stick together. Form the remaining two pieces in the same way.
Place on a baking sheet lined with parchment paper. Let it rise at 35℃ / 95 F (or a warm place) for about 20-30 minutes until rises a little about 1.3 times in size.

Preheat an oven to 220℃ / 428 F.
Prepare 3 sheets of parchment paper, 3.5 x 50 cm / 1.4'' x 20'', for enclosing the dough.
Use a sheet of the prepared paper to surround loosely a dough ring. Staple the ends. Surround the others in the same way.

Brush on the top with egg wash. Turn down the oven to 200 ℃ / 392 F and bake it for 20-22 minutes until golden brown.
Remove from the oven and let cool on the baking sheet for about 5 minutes. Gently transfer them to a rack and let them cool for 20 minutes or more.

[Glaze]
Add water to the sifted powdered sugar and combine it until you reach your desired icing consistency.
Transfer it to a piping bag and cut the tip a little. Pipe out on the top of each cinnamon roll in a spiral shape. It's all done!