Spray a clean glass bowl with cooking spray. Set aside.
In the bowl of an electric mixer, combine 2 cups of the flour, sugar, yeast, and salt.
Heat milk and butter until butter is melted.
Cool to 120 degrees.
Add to flour mixture.
Mix until well combined, 1-2 minutes.
Change to dough hook, if using.
Add egg and remaining 2 cups flour.
Mix on low speed for 3-4 minutes.
Increase speed to medium.
Knead for another 5-6 minutes.
Turn into prepared bowl.
If proofing in proofing box with water tray, there is no need to cover. If proofing on the counter, cover with plastic wrap.
Let rise at warm room temperature (78 degrees F) until doubled in bulk 1-1/2 hours.
While dough is proofing, make filling by combining brown sugar and cinnamon in a small bowl. Set aside.
Turn dough out onto lightly floured surface.
Roll into 12"x18" rectangle that is 1/4" thick.
Brush with melted butter.
Top with brown sugar and cinnamon mixture.
Cut dough lengthwise into thirds.
Starting with a long side, roll each piece of dough into a rope.
Gather top ends together and press to seal.
Braid the strands.
Form into a circle.
Twist ends together to seal.
Place on sheet pan lined with parchment paper.
Heat oven to 350 degrees F.
Let pastry rise at warm room temperature (78 degrees F) for 30 minutes to 1 hour, or until doubled in size.
Bake for 35-40 minutes until done (190 degrees), covering after the first 20 minutes to prevent over browning.