Combine whole Milk (1 cup) and Unsalted Butter (3 tablespoon) in a glass measuring cup. Microwave on high until butter melts and mixture is just warmed, 30 to 45 seconds. Set the other butter out to come to room temperature.
Place 1 cup of the Unbleached All-Purpose Flour (3 1/2 cup), the Granulated Sugar (1/2 cup), the Large Egg (1) and Salt (1 teaspoon) in the bowl of a stand mixer fitted with the dough hook and mix on low speed.
Slowly pour the warm milk and butter mixture into the bowl. Beat on low speed for 3 minutes, stopping occasionally to scrape down the sides of the bowl. Touch the mixture to make sure it is just barely warm.
Sprinkle Rapid-Rise Yeast (2 1/4 teaspoon) over the top and stir. Add remaining flour to the mixing bowl. Continue beating on low speed until flour is absorbed and dough is smooth and elastic, or actually quite sticky, about 8 minutes.
Lightly grease a large bowl with Olive Oil (to taste). Transfer dough to the bowl, turning to coat. Cover bowl with plastic wrap. Let dough rise in warm draft-free area until doubled in volume, about 2 hours.
Meanwhile, mix Granulated Sugar (1/2 cup) and Ground Cinnamon (1 tablespoon) in a medium bowl.
Punch down dough. Divide it in half. Roll each half into a large rectangle about ½-inch thick. Spread 2 or more tablespoon Unsalted Butter (5 tablespoon) onto each half, sprinkle with just enough cinnamon sugar to cover — you will have extra.
Roll into a log starting with the short side. Place each log seam side down on a baking sheet lined with parchment paper. Make cuts every couple inches straight down leaving the last layer intact. Gently pull the sections outward. Let rise for about 40 to 45 minutes or until slightly puffed.
Preheat the oven to 375 degrees F (190 degrees C).
Beat an Large Egg (1) and brush the loaves with the beaten egg. Bake for 15 to 20 minutes or until golden — this may take more or less time depending on the size of your loaves and on your oven.
Let cool slightly. Whisk the Powdered Confectioners Sugar (1 cup) and Milk (2 tablespoon) together. Drizzle over the top and serve.