In a small bowl, whisk warm milk, 1 tablespoon sugar, and the yeast. Let sit for 5-10 minutes until bubbly and fragrant.

In a large bowl or stand mixer, combine flour, remaining sugar, and salt. Add eggs, vanilla, and the yeast mixture. Start mixing on low, then add softened butter piece by piece.

Knead the dough for 6-8 minutes by machine or 10-12 by hand until smooth and elastic.

Place dough in a lightly oiled bowl, cover with a clean towel, and let rise in a warm spot until doubled, about 1 to 1.5 hours.

Mix brown sugar and cinnamon in a bowl for the filling.

Turn dough onto a floured surface and roll into a large rectangle about 12 by 16 inches.

Spread softened butter evenly, then sprinkle cinnamon sugar in an even layer.

Roll tightly from the long edge into a log. Slice the log lengthwise, keeping one edge attached, and twist the strands together with the cut sides up.

Shape the twisted dough into a circle, pinching the ends to seal. Place on a parchment-lined baking sheet and let rise for 30-45 minutes.

Preheat oven to 375°F. Brush the top lightly with beaten egg for shine. Bake for 25-30 minutes until golden brown.

Cool slightly on a rack. Mix powdered sugar, milk, and vanilla into a thick glaze. Drizzle over the cake and sprinkle colored sugars while the glaze is still tacky.