Spray a 9x5-inch loaf pan with cooking spray.

Punch down Milk Bread Dough, and let stand for 10 minutes. Divide dough into 3 portions (about 243 grams each). On a very lightly floured surface, roll 1 portion into a 10x6-inch oval. (Keep remaining dough covered with plastic wrap to prevent it from drying out.) Fold each long side over toward center by about 1⁄2 inch. Using a rolling pin, flatten dough, making sure it is 5 inches wide. Starting with one short side, roll up dough into a log, pinching seam to seal. (Be careful not to roll up dough too tight.) Place, seam side down, in center of prepared pan. Repeat with remaining dough, placing equidistant between center dough and sides of pan. Cover and let rise in a warm, draft-free place (75°F/24°C) until puffed and holds an indentation when pressed, about 45 minutes.

Preheat oven to 350°F (180°C).

In a small bowl, whisk together egg and remaining 1 tablespoon (15 grams) milk. Brush top of dough with egg wash.

Bake until an instant-read thermometer inserted in center registers 190°F (88°C), about 40 minutes, covering with foil halfway through baking. Let cool in pan for 5 minutes. Remove from pan, and let cool completely on a wire rack before slicing.