Prepare the Dough: In a large bowl, combine the flour, sugar, salt, and yeast. In a separate bowl, whisk together the warm milk, melted butter, egg, and vanilla extract. Pour the wet ingredients into the dry ingredients and mix until the dough comes together.

Knead the Dough: Turn the dough out onto a lightly floured surface and knead for about 5-7 minutes, until the dough is smooth and elastic. Alternatively, you can use a stand mixer with a dough hook attachment for this step.

Let the Dough Rise: Form the dough into a ball and place it in a lightly greased bowl. Cover with a clean kitchen towel or plastic wrap and let it rise in a warm place for 1 to 1 1/2 hours, or until doubled in size.

Make the Cinnamon Sugar Swirl: In a small bowl, mix together the sugar and cinnamon for the swirl.

Shape the Loaf: Once the dough has risen, punch it down to release the air. Turn it out onto a lightly floured surface and roll it into a rectangle, about 9 x 12 inches.

Add the Cinnamon Swirl: Brush the rolled dough with the melted butter, then evenly sprinkle the cinnamon sugar mixture over the dough. Starting from one edge, carefully roll the dough into a log, pinching the seam to seal.

Place in a Pan: Grease a 9×5-inch loaf pan and place the rolled dough into the pan. Cover the pan with a towel or plastic wrap and let the dough rise for an additional 30-45 minutes, or until it has risen just above the top of the pan.

Preheat the Oven: While the dough is rising, preheat the oven to 350°F (175°C).

Bake the Bread: Once the dough has risen, brush the top of the loaf with a bit of heavy cream or milk and sprinkle with coarse sugar. Bake for 30-35 minutes, or until the bread is golden brown and a toothpick inserted into the center comes out clean.

Cool: Allow the bread to cool in the pan for 10 minutes, then transfer it to a wire rack to cool completely before slicing.