Use a bread machine dough setting or a mixer to combine bread flour, sugar, salt, ground cinnamon, instant yeast, egg, milk, and unsalted butter.
The dough needs a total of 2/3 cup liquid (about 160 grams). I used an egg weighing about 40 grams, so I added 1/2 cup milk (about 120 grams). Adjust the milk amount based on the egg weight. If you don't have enough milk, you can add water.
If kneading by hand, mix all ingredients except butter first, knead into a dough, then add butter and continue kneading until the dough is no longer sticky.

Let the dough rise until it doubles in size, about 1 hour.

To make the cinnamon filling: Melt the unsalted butter using a double boiler. Mix the ground cinnamon and sugar and set aside.

Roll out the dough into a rectangle using a rolling pin. Brush with melted butter and sprinkle with cinnamon sugar. Leave the edge of the dough farthest from you unbuttered and unsugared to help seal the roll.

Starting from the edge closest to you, roll the dough into a log. Pinch the seam to seal.

Cut the rolled dough into eight pieces. You can start by cutting it in half, then cut each half into quarters.

Line a baking sheet with parchment paper. Place the cut dough pieces on the sheet, pressing and shaping them slightly with your fingers into your desired roll shape.

Cover with a damp cloth and let rise for 1 hour.

Preheat the oven to 350°F (180°C). Bake for 25 minutes or until the rolls are golden brown.

Remove from the oven, let cool slightly, and enjoy.