Knead flour, lukewarm milk, yeast, and approximately 150 g melted butter into a dough. Divide into 3 equal parts. Cover and let rise for 5 to 10 minutes.
Roll out each of the 3 parts into roughly equal rectangular shapes. Brush each with the remaining melted butter. Sprinkle roughly equal amounts of sugar and cinnamon on each piece. Roll up each piece.
Using a sharp knife, cut each rolled strand halfway through from one end so it gapes apart. Braid the 3 strands together. Cover with a cloth and let rise for 40 minutes.
Preheat oven to 210°C (410°F). Optionally brush the braid with beaten egg before baking for a shiny finish. Bake for 40 minutes until the braid is golden brown.
After baking, brush the braid with the sugar glaze.