Make a yeast dough out of the first 7 ingredients and let rise for 30-40 minutes.
Mix the butter, sugar, vanilla sugar and cinnamon together.
Divide the dough into 3 parts; Roll out each part into a rectangle and brush with the butter, sugar and cinnamon mixture. Roll up the rectangles from the long side.
Cut off pieces 4 cm thick, lay them down, brush with the beaten egg, let rise briefly.
Bake for 5-8 minutes at 250 degrees (hot air: 220 degrees)