Make the dough: mix the milk and sugar together in a small bowl, then sprinkle the yeast over the top and leave to sit for 5 minutes.
Put the eggs, butter, flour and salt in the bowl of a stand mixer fitted with the dough hook attachment. Give the yeast mixture a stir and tip into the bowl. Mix on low speed to combine everything for 2 minutes, then increase the speed to medium and mix until smooth and glossy, about 6 minutes. The dough will be very soft, so don’t worry if it doesn’t pull away from the sides of the bowl easily.
Do the first prove: set your oven to dough proving setting (or steam-only setting, if you don’t have dough proving), 38ºC/100ºF. Put the uncovered bowl in the oven for 40 minutes, after which the dough should have doubled in size.
While the dough proves, make the filling by mixing everything together in a bowl. Set aside.
Assemble the bread: when the dough has finished the first prove, scrape it out of the bowl onto a floured bench. Gently press to knock out any large air bubbles, then roll it into a rectangle about 40cm/16 inches wide and 30cm/12 inches long. Using your fingers, very gently spread the filling over the dough, squashing it out so there’s a thin, even layer.
Roll the dough up tightly from the long side, so you have a 40cm/16 inch long spiral. Put the roll onto a baking tray and into the fridge to chill for 30 minutes. Skip this step at your peril – the dough is very soft and the resting/chilling time makes it far easier to cut.
Once the dough is cool, remove from the fridge and cut it in half lengthwise with a sharp knife (I use my serrated bread knife for this). With the cut sides facing up, carefully overlap the halves, one over the other, to form a fat twist. Try to make sure the cut sides are always facing up as you go. Check the photos to see how I’ve done it.
Lift the twisted loaf carefully and put it into your loaf pan, tucking the ends in to make it neat and even.
Prove the bread: if you want to hold off baking this for up to 12 hours, cover with a plastic bag or cling wrap and pop the pan in the fridge. Otherwise, put it back into your steam oven on the dough proving setting (or steam-only setting, if you don’t have dough proving), 38ºC/100ºF, until it’s puffy and doubled in size.
While the bread proves, make the glaze. Put all ingredients into a pan over medium heat and bring to the boil. Simmer for 3-4 minutes, skimming any scum which rises to the top of the pan. Remove from heat and allow to cool while the bread cooks.
Bake the bread: if you’ve proved your bread in the oven, you can leave them it there while it heats up. If you did the fridge proving method, remove the pan about an hour before you’d like to bake so it can come up to room temperature. Set oven to 180ºC/350ºF, combination steam setting (if you have variable steam settings, use 30% - if you can’t vary your steam, just set to combination steam and let the oven take care of the humidity). Bake the bread until deep golden brown and risen, about 25 minutes. Remove from oven and pour or brush the room temperature glaze over the hot bread. Let cool completely before slicing and serving.