In a small bowl, combine yeast, powdered sugar and 2 tbsp. of the milk. Stir and let stand for 20 minutes until thick and foamy. In another large bowl, combine egg and sugar and stir well. Add in the yeast mixture, the remaining milk and 1/4 cup of flour. Stir to incorporate the ingredients and let this mixture stand briefly for 2-3 minutes.
Combine the remaining flour and salt. Add to the rest of the ingredients in the other bowl and stir using a big wooden spoon. This dough will be very sticky but don't add any flour. Keep stirring for about 7 minutes, until the dough is smooth.
Add 2 tbsp. of butter to the sticky dough and this time using your hands, incorporate the butter to the dough by mixing it for about 5 minutes, until the dough is very smooth and soft. Place dough in a bowl and cover with plastic wrap. Let rise for 1 and 1/2 hours.
After rising, let the dough chill in the fridge for at least one hour or up to two days , covered with plastic. After chilling, knead the dough lightly in the bowl to deflate. Turn it over onto a floured surface. Roll the dough to a 17 x 7 inch rectangle. Flour your hands, your surface and your rolling pin as necessary.
Grease a 9 inch round pan with some of the remaining melted butter. Then using pastry brush, brush melted butter on the surface of the dough (reserve about a tablespoon for brushing the dough later). Sprinkle the filling ingredients over the butter and use your hands to spread them evenly over the surface of the dough, leaving about half an inch borders on the sides.
Roll the dough starting on a long side of the rectangle. Flour your hands so that the dough does not stick to you. Roll it into a log as tight as you can and seal the edges by pinching the seams together. Using a sharp knife, cut the log in half vertically but leave about an inch uncut at the top.
Now this part can get messy as the filling might ooze out and the flaps of the log might open up. Just continue on, pinch close the logs if they open up. Turn both the logs so the cut side is up. Braid the logs together by twisting them over each other so you will form one spiraled log. As you reach the end, shape the log into a coil by twisting it in a circular manner and then tuck the ends under the coil. Brush remaining melted butter over the surface of the dough. Place assembled dough on the prepared baking pan and let rise for 1 and 1/2 hours, covered loosely with plastic wrap.
Pre-heat oven to 350 F. Bake the bread for 15-17 minutes, the top should be golden.