Mix the yeast with the warm milk and let it sit for 15 minutes.
Prepare the dough: In a mixing bowl, combine the flour, sugar, salt, egg, softened butter, and the milk-yeast mixture. Knead for 10 minutes until the dough is smooth and not sticky.
Shape into a ball, cover, and let rest for 2 hours (it should double in size).
Prepare the filling: mix together melted butter, sugar, and cinnamon. Roll out the dough into a rectangle (3 mm thick) and spread the filling over it.
Roll the dough up, then cut it into 2-cm slices.
Place the rolls on a baking sheet lined with parchment paper, let them rise for 1 hour, then brush them with beaten egg.
Bake at 180 °C for 15 to 20 minutes, until golden brown. Let cool on a wire rack.