In a small bowl, combine ¼ cup of the warm milk, the yeast, and a pinch of the sugar. Stir to dissolve the yeast. It may not bubble at this point.

Combine the remaining warm milk, butter and sugar in the bowl of a stand mixer. Stir in the egg, vanilla, zest and salt – you can use the paddle or a spoon. Add the yeast mixture and 3 ½ cups of flour and stir until very well mixed but still sticky. Attach the dough hook, and with mixer on medium-low speed, add the remaining flour, gradually (about ½ cup at a time), until the dough is thick and stretchy. Continue beating with the dough hook for about 3 to 5 more minutes or until the dough is smooth and you pull it. It should be fairly easy to handle, but should not feel dry.

Grease a bowl with oil and put the dough in the bowl. Cover bowl with plastic wrap and set in a warm place to rise for 1 ½ hours.

Make the filling by mixing the sugar, cinnamon and flour together in a bowl. In another bowl, mix together the egg and water.

Divide the dough into two equal pieces. Take the first piece and roll or press it into a long rectangle about 6x18. Brush the rectangle generously with egg mixture and sprinkle half the cinnamon sugar over it. Sprinkle on about ½ cup of raisins. Starting with the short side, roll into a cylinder. Pinch ends to seal and place in an 8 ½ by 4 ½ inch metal loaf pan which has been lined with foil or parchment and sprayed with baking spray. Repeat with second dough section and remaining filling.

Set the loaves in a warm place to rise for another hour.

When dough has risen, brush the dough with a little remaining egg mixture being careful not to deflate it. Bake the bread in a preheated 350°F oven for about 45 minutes, tenting the loaves with aluminum foil for the final 20 minutes if needed. Remove the loaves from the oven, and after about 10 minutes, remove loaves from the pans. Let cool.