Heat the milk (it should be warm NOT hot) and dissolve the yeast together with the sugar. Add the butter at room temperature, the egg yolk, the flour and start to knead until the dough is hard. Leave it to rise for about 2 hours (until it doubles in volume). Separately, prepare the mixture for greasing: mix the butter, sugar and cinnamon.
Sprinkle the flour on the work surface and spread a sheet of dough. Grease the sheet with the mixture for greasing (put a little aside to be able to grease on top). We roll the sheet and with a well-sharpened knife we cut it long, but leaving one end uncut. It is woven starting from the uncut end, with the side cut outwards. Join the ends and grease on top with the mixture set aside.
Place in a tray lined with baking paper (or greased with butter and lined with flour) and put in the preheated oven at 180 degrees for 20 minutes.