In a small bowl add warm milk, honey, and yeast. Make sure the milk is not too hot by dipping your finger in it. If it feels comfortable then it's safe to add the yeast too. Let the mixture sit for few minutes till it foams up. This is a good sign that you have fresh yeast.
Meanwhile sift the flour.
Once the yeast mixture is ready add it to a bowl of a stand mixer with the egg and butter. Using the dough hook attachment mix everything at medium speed for about a munite.
Add the salt and sifted flour a little at a time.
Beat everything till it becomes a smooth consistency and it doesn't stick to the sides of the bowl (see photos).
Oil a clean bowl. Transfer the dough to the bowl and flip it few times till it's also covered with oil. This will prevent the dough from drying as it rests.
Cover the bowl with a kitchen towel. Let it rest and double the size for about an hour. If the environment is not warm enough, the dough will take longer to rise. In this case, I like to place the bowl over another bowl filled with hot water. This way the steam from the water will keep the dough warm and let it rise faster.
While the dough is resting make the filling. Mix the soft butter, sugar, and cinnamon. Set aside. Also, pre-butter the baking dish.
When the dough has risen transfer it to a floured surface and roll it into a 14"x12" (35x30cm) rectangular.
Spread the filling into the dough. From the wider side start rolling the dough into a log.
Using a thread or dental floss mark the top of the roll to determine where to cut the rolls.
Wiggle the thread under the roll and cross each end to the opposite side. Pull each end away from the roll and cut through. Repeat the same with each piece.
Arrange each roll on the pre-buttered 8"(20cm) round baking dish by leaving about 1.5"(4cm) space between each piece.
Cover with a kitchen towel and let it rest for about an hour. Preheat the oven to 350F (180C) 30min before the end of resting time.
Right before the end or resting time make the egg wash. Whisk one egg with one table spoon of water.
Make the cinnamon sugar by combining the cinnamon and sugar.
Once the rolls have rested and doubled the size brush the egg wash over each roll and sprinkle with the cinnamon sugar.
Bake for about 45-55min, depending on your oven. When the top is golden brown, they are ready.
Pull out of the oven and let them rest for few minutes before enjoying.