Makes 1 loaf
Cool milk to lukewarm. Set aside 1½ hours and soften yeast in the remaining 1 cup. Beat in 1 cup of flour and let this sponge rise until light.
Add the rest of the milk with 4 cups of flour. Beat again and let rise until doubled in bulk, about 1 hour.
Add the butter, sugar, cinnnamon, salt and the egg. Stir well. Add the rest of the flour and mix thoroughly.
Put the dough on a floured board and knead for several minutes. Cover and let rise in a warm place until again doubled in size.
Roll the dough and cut in 3 strips. Braid them and pinch the ends together. Place the braided dough on a greased shallow baking pan and let rise in a warm place until doubled in bulk.
Bake in a preheated moderate oven (350°) 40 to 45 minutes. Remove from oven and brush with powdered-sugar glaze. (Sift ½ cup powdered sugar. Add 2 teaspoons hot milk and ¼ teaspoon vanilla.)