Place the milk and butter in a small saucepan and place over a low heat until the butter has just melted. (You don't want the milk to be too hot.) Place to one side.
Sift the flour into a medium mixing bowl and add the yeast, granulated sugar, cinnamon and a pinch of salt. Stir in the just warm milk and add the beaten egg.
Bring together to make a soft dough and then knead for 7 minutes by hand, until the dough is elastic and smooth. You can also knead in a stand mixer fitted with a dough hook for 7 minutes on medium speed. (For bread maker instructions see below).
Cover with a clean tea towel and leave in a warm place for 1 - 1½ hours, until doubled in size.
Sprinkled the sultanas on top of the dough and mix to combine, then turn the dough out on to a lightly floured board or surface and roll into a rectangle 20cm x 30cm (7.8" x 11.8").
Spread the softened butter over the dough in an even layer.
Mix the cinnamon with brown sugar, then sprinkle evenly over the butter.
Gently press the longest edge closest to you down slightly onto the surface, then take the opposite long edge and roll tightly towards you.
Cut into 9 even sized pieces around 4-5cm (1.5"-1.9") thick.
Line the bottom of a 20cm x 20 cm (8" x 8") square tin with baking paper (no need to line the sides).
Place the scrolls cut side up into the tin in 3 rows of 3, leaving a slight gap between them all.
Cover with a clean tea towel and leave in a warm place for 30-40 minutes, until the scrolls have grown and are now touching.
Preheat the oven to 180˚C fan/ 200˚C / 360˚F
Bake the scrolls for 20-25 minutes, until golden brown.
Leave to cool in the tin for 5 minutes and whilst they are cooling, make the glaze.