In the bowl of a stand mixer fitted with a dough hook attachment (or use a hand mixer with hook attachments and a large mixing bowl), combine the flour, yeast, sugar, cinnamon, and salt.
Add the egg and milk and knead on medium-low for 3 minutes. Then switch to medium and knead for 5 minutes, or until the dough has formed but still sticks to your hands.
Add the butter one tablespoon at a time and knead until fully incorporated. Don’t add the next portion of butter unless the previous one was completely incorporated.
When all butter is in, switch to medium and knead for 7 minutes, or until you can stretch a small piece of the dough into a square, creating a film thin enough for light to pass through (windowpane test). The dough won’t be that sticky anymore and it will look hydrated, silky, and smooth.
Cover the bowl with plastic wrap and leave it in a warm place to proof for one hour (I use an oven with the lights on). Or, you can place the dough in the fridge to proof overnight.
(Skip this step if you proofed your dough in the fridge overnight!) When the dough has risen, punch it down and place it on top of a piece of plastic wrap. Form a small rectangle and close the plastic wrap. Place into the freezer for 30-60 minutes or until well chilled and not soft but still pliable.