In a small bowl combine yeast and warm water. Set aside.
In a large bowl combine warm milk, sugar, melted butter, salt and egg. Add 2 cups of the flour and combine. Add yeast mixture and slowly add remaining flour until combined enough to knead on lightly floured board. Knead dough for about 10 minutes, then roll out into a rectangle approximately 16 x 10 inches (It doesn’t need to be perfect).
In a medium bowl combine all of the filling ingredients. Spread evenly over the rolled out dough.
Starting on the long side furthest away from you, roll dough evenly towards you, creating a long roll.
Cut into 6 slices and place in a buttered and sugared baking dish.
Cover with towel and let rise in a warm place until doubled in size, about 2 hours.
Heat oven to 350 degrees and bake until golden brown on edges, about 40 minutes. Remove from oven and let cool.