In the bowl of a stand mixer, combine flour, sugar, yeast, and salt.
In a saucepan over medium heat, heat milk and butter until butter melts.
Allow mixture to cool to 120-130 degrees.
Pour milk mixture over dry ingredients and beat with a flat beater until combined.
Add egg and beat an additional 2 minutes.
Switch to dough hook and knead until smooth and elastic, about 8-10 minutes.
Place dough in a covered, oiled container.
Allow to rise until doubled in bulk, about an hour.
While dough is rising, Spray a baking sheet with cooking spray. Set aside.
Turn dough out onto lightly floured surface.
Roll into a rectangle that is 1/8" thick.
Spread dough with jam.
Cut into 1" wide strips.
Cut each strip in half.
Beginning with the outer edge, roll strip toward center to form a spiral.
Place on prepared baking sheet.
Cover with plastic wrap and allow to rise until doubled, about 1 1/2 hours.
While dough is proofing, preheat oven to 350 degrees.
Bake until golden brown, about 20-25 minutes.
Allow to cool before adding glaze.