In a stand mixer bowl combine the warm water, yeast and sugar. Give it a quick mix and set it in a warm place for 10-15 minutes. We need this step to make sure that the yeast is active.
When the yeast mixture slightly rises and you start to see bubbles, add the salt, cinnamon, if you wish, vegetable oil and flour.
Using a hook attachment, start kneading the dough on the lowest speed of your mixer for about 5-7 minutes. Transfer the dough onto your work surface and knead the dough by hand for 1 minute. The dough should be soft and not stick to your hands. Place the dough into a large bowl, greased with oil, then cover the bowl with a lid or plastic wrap and set aside in a warm place. Allow the dough to rise for 1 hour or until it doubles in size. * My favorite way to proof the dough is my oven with the light turned on. When the dough doubles in size, we need to deflate it and expel the gases. Transfer the dough onto your work surface and roll it into a large rectangle. Then roll it into a log, starting from a short side.
Next, we need to roll it again into a rectangle. Fold the dough in half and keep rolling. Rolling the dough a second time is harder than the first time. To ease the process keep turning and rolling the dough. When you rolled it into a rectangle, roll it into a log starting from the long side and pinch along the seam and ends.
Place the roll of dough on a large baking sheet covered with parchment paper. Cover with plastic wrap or a kitchen towel and let it proof in a warm place for another 30-40 minutes. When the dough has doubled in size, remove the cover and brush it with a mixture of egg and milk. Brush it gently to not deflate the dough.Use a sharp knife to cut a few slightly diagonal slashes across the top of the dough. Then bake at 350 degrees Fahrenheit for 30-35 minutes. Allow to cool completely before slicing to avoid the bread turning gummy.