To make the dough, heat the milk in a pot and remove it from the stove right before boiling point. Add 4/5 cup (180 g) of the butter and stir until it melts.
Transfer to an oiled bowl, cover it and leave it in a warm area for 2 hours or until the mixture doubles its size. Take the dough out and put it on a floured surface.
Knead for 1 min. and roll it out into a rectangle. Melt the remaining 2/5 cup (100 g) of butter and use 2/3 of it to smear it on the dough. To make the filling, mix the sugar with the cinnamon and smear 2/3 of it on the dough. Smear on the remaining butter and finish off with the remaining cinnamon mixture.
Cut the dough into 24 strips. Take 2 of them at a time and twist them together, pressing lightly on the edges. Arrange the scone in a tray covered with baking paper.
Repeat this process with the remaining strips. Leave the scones in a warm area for 30 min. Heat the oven to 374°F (190 °C).
Whip the egg and mix it with 2 tsp water. Smear the scones with the egg mixture, sprinkle with brown sugar and bake until they gain a nice golden color - about 12 min.