Sponge: Dissolve yeast in water, and let sit 5-10 min.
Sponge: Stir in remaining ingredients.
Sponge: Cover and let ferment for 2 hr in a turned OFF oven with the oven light switched on.
Water Roux: Heat ingredients on med-low until pudding texture.
Water Roux: Set aside to cool slightly.
Final Dough: In a bread machine or stand mixer or bowl, dissolve yeast in water, and let sit for 5-10 min.
Add the remaining ingredients EXECPT the butter, and knead until a smooth ball forms.
Knead in the butter until you can stretch the dough without it tearing (window pane test).
Cover and let rise for 2 hrs or until double in size.
Divide into portions, shape into balls, cover and let rest for 10-15 min.
Roll into a rectangle the width of your pan, then roll into cinnamon roll from the short side.
Flatten and repeat.
Place in baking pan, cover, and do a final rise for 2-3 hrs or until double in size.
Brush tops with leftover egg.
Place in fridge to chill for at least 15 min.
Preheat oven to 300 F / 150 C.
Place bread in, and immediately turn oven down to 265 F / 130 C.
Bake for 60 min, or until internal temp is at least 190 F / 88 C.
Crack open oven, and leave it in for 5-10 min.
Remove from oven.
Immediately brush melted butter or heavy cream on the crusts.
Let absorb for 5-10 min, then transfer bread to wire rack.
Cool at least 20 min before tearing apart, or cool completely before slicing.
Store in ziploc bag.
