Line two large baking sheets with parchment. Preheat oven to 375˚F (190˚C).
In a medium bowl, mix together the softened butter, sugar, and cinnamon until smooth.
On a lightly floured surface, divide the dough into 12 equal pieces.
Roll a piece into a thin sheet in the shape of an oval or rectangle.
Use a pastry brush or spoon to spread a thin layer of filling over the dough, leaving the edges clear.
Roll the dough up tightly, long side to long side, pinching together the seam to seal.
Cut down the middle of the rope lengthwise, leaving about 1/8 inch (3 millimeters) intact at the end.
Twist the two sides together, fanning the cut edges outward.
Seal the two ends together to form a circle and place on the prepared baking sheet.
Repeat with remaining pieces, setting them at least 2 inches (5 centimeters) apart.
Cover and let rise until puffy, about 30 minutes.
In a small bowl, beat together the egg yolk and milk.
Brush the tops of the rolls with the beaten egg mixture.
Bake in preheated oven until golden brown, 18-20 minutes.
Transfer the rolls to wire racks to cool.