Add 2 cups flour, sugar, dry yeast, and salt in the bowl of a stand mixer fitted with the dough hook. Whisk to combine.
Place water, milk and butter in a microwave-safe measuring cup. Heat, in 30 second increments, until the water reaches 120°-130°F (think hot bath water, use an instant read thermometer for best results). This will take approximately 1 1/2 minutes, depending on your microwave. Butter won’t totally melt.
Add water mixture to dry ingredients with the egg. Mix on medium speed for 2 minutes, scraping the sides of the bowl a few times.
Add 1 cup more flour, beat an additional 2 minutes at high speed, scraping bowl occasionally. Mix in just enough remaining flour so the dough forms into a ball. The dough will be slightly sticky but not wet.
Turn the dough out onto a lightly floured surface. Knead until smooth and elastic, about 6-8 minutes. You know it’s done when it forms a cohesive ball and springs back when lightly pressed with 2 fingers.
Cover and let rest for 10 minutes.
Meanwhile, make the filling by stirring together the sugar and cinnamon and melting the butter.
Roll dough into an approximately 11×17-inch rectangle using a rolling pin. Brush the butter all over the dough in a thin layer. Sprinkle with filling.
Beginning at the long side of the dough, roll up tightly. Slice into 12 equal pieces.
TIP: use unflavored dental floss to slice your rolls! Cut a piece of floss and slide floss under roll. Bring sides of floss up to cross on top and slice through the dough. Works like a charm!
Place rolls in a 9×13-inch baking pan that’s been sprayed with nonstick cooking spray.