In a large bowl, combine ½ cup flour (not all of your flour!), protein powder, cinnamon, sugar, salt, yeast and stir well
Combine milk and butter in a small saucepan and heat until the milk is warm and butter is softened but not completely melted. If the milk and butter is too hot it could kill the yeast.
Gradually add the milk and butter to your flour mixture; stirring constantly until it comes together
Add the egg and another ½ cup of your flour; beat well, then add the remaining flour
When the dough has come together place it on a lightly floured surface and knead until smooth and elastic, forming it into a ball, about 8 minutes
Lightly oil a large bowl and place the dough ball in the bowl and turn to coat with oil
Cover the bowl with a damp cloth and let it rise in a warm place until doubled in volume, about 1 hour
If you are having trouble getting your dough to rise, preheat your oven to the ‘warm’ setting and then turn it off, let cool a bit and then place your bowl in the oven. The ideal environment for dough to risk is humid and between 75-85 degrees fahrenheit.
Once doubled in size deflate the dough and place onto a lightly floured surface
Divide the dough into two equal parts and form them into rounds, cover and let rest for about 10 minutes
Roll each round into a long roll about 1 ½ inches thick
Using the two long rolls of dough form a loose braid and turn onto itself creating a round braided loaf, sealing the ends together with your fingers
Preheat the oven to 350 degrees
Place loaf on a greased baking sheet and cover loosely with a damp towel
Place in a warm place and let rise until doubled in bulk, about 45 minutes
Melt additional tablespoon of butter and brush over the risen loaf and sprinkle with cinnamon and sugar if desired
Bake loaf in the preheated oven until golden brown, about 25 - 30 minutes.