Add all filling ingredients to a bowl and mix to combine.

In a measuring cup add warm milk and yeast together. Stir together to combine, then allow to sit until it becomes foamy, about 10 minutes. Meanwhile, in a medium mixing bowl, add egg, egg yolk, vanilla, and sugar. Whisk together to combine.

Add egg mixture, foamy yeast-milk, flour, salt, and cinnamon to stand mixer. Using a large wooden spoon, mix together the dough until a shaggy dough forms. Place the dough hook onto the stand mixer and turn the stand mixer onto medium. Beat the dough until it has come together and looks uniform.

While still beating the dough, begin adding in the butter 1 tbsp at a time, ensuring that each addition is incorporated before adding the next. After all the butter has been added, continue to beat for another 5-8 minutes, or until the dough is smooth, elastic, and tacky. It should be sticking to the bottom of the bowl, but not to the sides.

Transfer dough to a greased large bowl, cover with plastic wrap, then place in a warm area to rise for about an hour, or until the dough is doubled in size.

Prepare a sheet pan with parchment paper. Turn the dough out onto a lightly flour work surface, and cut the dough into 6 equal pieces. Roll each piece into a 4”x12” rectangle, with the long-side facing you.

Spread cinnamon filling (I find its easiest to work with when its very soft, so I’ll pop it in the microwave here and there for 15 second intervalover top of the dough, leaving about a 1/2” strip along the top. Brush the bare 1” strip with a bit of water. Roll the dough away from you into a log (try to maintain even thickness throughout).

Using a serrated knife, slice the log in half lengthwise. Place the sliced halves face up and side by side each other. Form an ‘X’ formation with the two strips. Working from center out, interweave the two strips by folding them over one another alternating back and forth. When at the end, pinch the ends together tightly. Repeat on the other half.

Knot the dough by taking the ends of the dough to form a circle, with both ends extended past the circle, and one end on top of the other. Take the bottom end and fold it over into the center of the circle, and then tuck the top end underneath the bottom end, pinching the ends together.

Transfer each knot onto the prepared pan, cover lightly with plastic wrap, and place into a warm place to rise for 20-30 minutes.

Preheat oven to 350°Place knots into the oven and bake for about 30 minutes (internal temperature of 200°F).