Put all ingredient except milk in a large mixer bowl. Gently and lovingly work in butter with your fingers until the flour resembles bread crumbs.
Add milk to dry ingredients and if you have a mixer, use the dough hook to thoroughly combine. The dough should be just a tiny bit sticky. If not add a tiny bit of water.
Knead the dough for 5-10 minutes until very stretchy when you pull it.
Put the dough back in the bowl and cover with plastic wrap. Let rise until double in size. This will take about 2-3 hours.*
After it has doubled in size, roll it into a rope and coil. Place in well-greased round bake-proof bowl. Let rise until double. This will take another 2 hours or so.
Once it has doubled, bake in preheated 400°F oven. If you like, you can brush with an egg wash (1 egg beaten with 1 tablespoon water). Bake for 35 minutes, or until internal temperature is 190°F.