The night before, make the dough: Heat the milk so it’s lukewarm and add the yeast to it, stir and set aside.
In the bowl of a stand mixer fitted with a dough hook, add the rest of the dough ingredients and the milk & yeast mixture.
Turn the mixer on low for a couple of minutes, then to medium and knead for a full ten minutes.
Transfer the dough to a greased bowl, cover with plastic wrap and set in the fridge overnight.
The next morning: Remove the dough from the fridge and let it sit at room temperature until it doubles in size, about 30-50 minutes.
Make the filling by first browning or melting the butter, then stirring the sugar, cinnamon, salt and vanilla.
Prepare two loaf pans by greasing and lining them with a parchment sling.
Divide the dough into two equal halves. Set one aside, sprinkle some flour over it so it doesn’t dry out.
Roll out the first half to about 16×10 inches. Spread half of the filling over the dough, leaving a 1 inch border on one of the shorter sides.
Roll up the dough from the other short side into a log then, using a sharp knife, slice it in half lengthwise.
Twist the two halves around each other and place in prepared pan. Repeat with second half.
Set the pans in a warm area and let rise until puffy.
Preheat the oven to 350 F.
Brush with eggwash and sprinkle with turbinado sugar.
Bake the loaves for about 40 minutes, covering with foil if they are browning too quickly.