Start by proofing the yeast. Warm the whole milk in a glass dish so that its between 102-110 degrees. Whisk in the honey. Add the yeast and allow to sit in a warm spot for 10 minutes, until the yeast becomes foamy.
In the bowl of a stand mixer combine 4 ½ cups flour and salt. Create a well in the middle of the flour and add the yeast mixture. Using the dough hook, mix until fully incorporated, about 5 minutes. Add 4 tablespoons room temperature butter and mix until fully combined, about 2 minutes. If the dough is too sticky, add 1 tablespoon of flour at a time until the dough forms a ball and starts to pull away from the sides of the bowl.
Cover the bowl tightly with plastic wrap and place in a warm spot until the dough has doubled in size, about 1 hour. (Depending on how cold your home is, this may take closer to 2 hours. Be patient and wait until it has doubled )
After the dough has doubled, punch the dough down. Roll out onto a lightly floured surface. Roll into a large rectangle that’s about 12x18 inches. Layer the thin slices of cold butter down the middle ⅓ of the dough, pressing gently and overlaying the butter slices. Gently push the butter together.
First fold: Fold ⅓ of the dough over the butter, then fold the other ⅓ over top of the first layer so you have 3 dough layers (like an envelope). Roll the dough out again into a large 12x18 rectangle. Fold again into thirds like an envelope. Wrap the dough in plastic wrap and transfer to the freezer for 20 minutes.
Second Fold: Remove the dough from the freezer. Roll the dough into another 12x18 rectangle. Fold into an envelope. Wrap the dough in plastic wrap and transfer to the freezer for an additional 20 minutes.
Remove the dough from the freezer. Roll the dough into a 12x18 rectangle. In a small bowl combine the sugar and cinnamon. Spread the dough with 2 tablespoons of softened butter and sprinkle the cinnamon sugar over the butter. Starting with the edge of dough closest to you roll the dough out into a log. Keep the log tight as you go. Pinch the edges together. Cut the dough log in half in the middle so that you have two equal logs. Cut each log half into 10 rolls, like cinnamon rolls. Arrange each roll half into two buttered bread pans. Alternate layering the rolls so that they are mismatched, and gently press them together. Cover with plastic wrap, and allow to rise in a warm spot for an additional 35 minutes.
Preheat oven to 350 degrees. Brush the tops with the beaten egg. Bake 40-45 minutes, or until the tops are deeply browned. Allow to cool for 10 minutes before slicing. Enjoy!!