To prepare the dough:

1. In the bowl of a stand mixer or a large dough, sprinkle the yeast over the milk and allow to dissolve, about five minutes. Add the egg and egg yolk and beat on medium speed for 2 minutes. Add the flour, sugar, and salt and beat on low to combine. Once combined, continue beating for an additional 5 minutes. With the mixer on low, add the butter 1 tablespoon at a time until combined and then beat on medium speed for 3 minutes. If your dough is extremely sticky and doesn’t stretch some away from the wall of the bowl, sprinkle in another 2 tablespoons or so of all-purpose flour. The dough will be loose and wet but should hold its shape decently. Once combined well put the dough into a large, lightly greased bowl and cover with plastic wrap. Allow it to rest for an hour. After an hour, dump the dough out onto a lightly floured surface and divide into two equal-sized pieces. Gently work each piece into a flat square. Place a sheet of parchment or Silpat on a baking sheet and grease it with baking spray. Place both squares of dough on the parchment, cover the sheet with plastic wrap, and allow the dough to rest in the fridge overnight.

To shape the loaves:

1. When you’re ready to prepare your loaves, spray two (8”x4”) loaf pans with cooking spray and line the long sides and bottom with a piece of parchment paper. Combine the jam, zest, and cinnamon in a small  bowl. Roll one piece of dough out onto a floured surface into a 13”x16” rectangle. Spread half of the filling in a thin layer over the top of the dough leaving a 1/2 “ border around the perimeter of the dough rectangle. Starting at one of the short ends, roll the dough up tightly and then pinch the end to the roll to seal. Use a sharp knife to cut down the length of the center of the dough log into two pieces. Twist the two pieces around each other into a spiral and then place the wrapped loaf in one of the prepared pans. Repeat the process with the second piece of dough. Cover the pans with a tea towel and allow the loaves to rise in a warm spot in your kitchen, about 1-1/2- 2 hours.

To prepare the syrup (optional):

1. Combine the sugar and water in a small saucepan. Bring to a gently boil over medium heat, stirring occasionally, until the sugar has dissolved. Set aside while you bake your loaves. This can be made and refrigerated in advance as well.

When ready to bake:

1. Preheat the oven to 350 degrees. Remove the covers from the pans and place in the preheated oven to bake for about 40 minutes or until the top is golden and the inside registers at 180 degrees F. Remove the loaves from the oven and use a thin skewer or cake tester to poke tiny holes all over the loaves. Pour or brush the syrup over top (optional) or each loaf. Allow to cool slightly in the pan and then continue cooling completely on a cooling rack.