Water roux

1. Combine the water and flour in a small saucepan over low heat and stir until well combined
2. Continue to stir the mixture until it has thickened up into a thick semi-translucent paste, it should take a couple of minutes
3. Remove from the pan, place in a bowl, and cover with cling wrap
4. Allow this to cool for 1 hour or until room temperature

Dough

1. Combine the bread flour, sugar, salt, and yeast in the bowl of a stand mixer fitted with a dough hook. Add the cooled roux and milk, and mix on medium speed for 3 minutes or until combined
2. Add the butter and continue to mix for another 20 to 25 minutes, or until the dough begins to come away from the sides of the bowl, and it looks smooth, elastic and shiny
3. Roll the dough into a ball and place it in a large bowl greased with oil
4. Cover with cling wrap or a tea towel and let it proof in a warm place for 1-2 hours, or until doubled in size
5. Once proofed transfer it to a lightly floured surface and gently press out the air bubbles
6. Divide the dough into thirds and roll into balls
7. Using a rolling pin roll one ball into a long oval, starting from the short end roll the dough up into a short cylinder
8. Set it aside on your counter and repeat with the remaining dough
9. Cover the dough logs with your plastic wrap or tea towel and let them rest for 15 minutes
10. Meanwhile, grease a 22 x 13cm / 9 x 5 inch loaf pan
11. Once the logs have rested roll them seam side down into a thin 10cm / 4 inch wide strip
12. Then from the short end roll the dough up to form a short cylinder
13. Place the cylinder in the greased tin and repeat with the remaining dough
14. Loosely cover the tin with plastic wrap and allow it to rest for 30-60 minutes in a warm place until doubled in size
15. Meanwhile, combine the egg and milk in a small bowl and whisk until combined
16. Preheat the oven to 180C/350F and brush the proofed bread with the egg glaze
17. Bake the bread for 20 minutes, or until golden brown
18. Remove from the oven and cool on a wire rack for 1 hour before slicing