In a large mixing bowl, dissolve yeast in 1/4 cup of the warm water, making sure to check temperature. Add 2 cups of the flour, sugar, salt, milk, butter, egg and the rest of the warm water. Beat on medium speed for 3 minutes. Add remaining flour gradually until a soft dough is formed.
Turn onto a floured surface. Knead dough until it loses its stickiness and is smooth and elastic (about 10 minutes). Place in a greased bowl, turning once to coat. Cover and let rise in a warm place until doubled, about 1 hour.
Punch down dough. Roll into a large rectangle (12x16-inches). Brush with butter. Combine brown sugar and cinnamon; sprinkle over butter. Let dough rest for 8-10 minutes.