Divide the dough into 6 equal pieces (about 170g each). Shape each into a ball.
Roll each piece of dough lengthwise into a rectangle until about 12 inches (30cm) long.
Spread ⅙ of butter cinnamon mixture over the top half of the rectangle.
Cut the bottom half into thin strips.
Fold the long edges of the rectangle and roll the dough into a log.
Place the log, seam-side down, into the bottom of the pan.
Repeat with the remaining dough.
Cover and let rise for 45 minutes.
Meanwhile, preheat the oven to 350F (180C).
Brush the bread with beaten egg.
Bake the wool roll bread for 25-30 minutes until golden brown.
Let it cool slightly before serving.