Combine the tangzhong with the remaining dough ingredients, then mix and knead — by hand, mixer, or bread machine — until a smooth, elastic dough forms.
Shape the dough into a ball, and let it rest in a lightly greased covered bowl for 60 to 90 minutes, until puffy but not necessarily doubled in bulk.
Gently deflate the dough, squishing out all the bubbles you can, and pat it out to a 9x15 rectangle.
Sprinkle the cinnamon-sugar filling on top of the dough, leaving a one-inch border all around the filling. Pat out the filling so it adheres to the dough. Sprinkle about 1 tsp. water over the filling.
Starting from a short end of the dough, roll up the dough tightly until you get a jellyroll. Pinch the seam closed with your fingers. Place the jellyroll, seam-side down, in a lightly greased 9x5 inch loaf pan.
Cover the loaf and allow it to rest/rise for 40 to 50 minutes, until puffy. Brush the loaf with milk or egg wash and bake at 350°F for about 30 minutes, until golden brown on top and a digital thermometer inserted into the center of the loaf reads at least 190°F. Remove the loaf from the oven, and cool it on a rack.