In a large mixing bowl. combine yeast and warm water. Let this mixture stand until foamy or thick, about 5 minutes. Add warm milk, melted butter, egg, sugar, and salt. Mix everything with a wooden spoon.
Add 3 cups of flour, one cup at a time, stirring well after each addition. The mixture will be a shaggy, sticky dough. Add a little bit of the remaining flour and stir, sprinkling about a tablespoon at a time just until the dough gathers in the center of the bowl. You will not need all of the remaining flour.
On a lightly floured board, turn the dough over and knead for about 6-12 minutes, until the dough is smooth and elastic. Shape the dough into a ball and place it in a bowl. Cover the bowl with a clean kitchen towel and let it rise for 1 and 1/2 hours, or until the size is doubled.
Gently deflate the risen dough. Using a rolling pin, roll the dough into a 10x18 inches rectangle. Spread melted butter all over using a brush. Combine the cinnamon and sugar in a small bowl and sprinkle all over the dough. Starting on the short edge of the rectangle, roll the dough into a tight log.
Turn the log so that it is vertically facing you. Using a sharp knife, cut the log vertically, starting from about an inch into the top end, splitting the log into two halves. Twist each of the cut logs so that the cut sides are facing up. Braid the dough by placing one over the other and repeating until you reach the end of the log. Tuck the ends under to seal.
Gently transfer the dough into a large baking tray that is lined with parchment paper. Cover it loosely and let it rise for about an hour, or until doubled in size. Preheat oven to 350 F. Bake the loaf for 18-20 minutes, or until the loaf is golden. Brush the top with melted butter.