Sift the flour into a large bowl, and add the caster sugar and dried active yeast. Mix these together so they are all evenly distributed.
Rub the cold and cubed unsalted butter into the dry mixture so it resembles bread crumbs, like you would when making scones. I use my fingertips to do this.
Gently heat the milk until warm - but not piping hot. If heating in a pan, you want it to just about start having steam come out of the pan.
Add the warmed milk, vanilla, and egg to the dry ingredients.
Knead the dough together for 7-10 minutes. It will be sticky at first, but it will soon come together. I use my KitchenAid with the dough hook to make this easier.
Once kneaded, it will be springy to touch, and not sticky.
Transfer into a lightly oiled bowl, and cover the top of the bowl with cling film. Let it rise for 1-2 hours, or until doubled in size.
Whilst the bread is proving, whisk together the light brown sugar, and ground cinnamon for the filling. Leave to the side for now.
Once the dough has risen, transfer to a lightly floured work surface, and roll out to a large rectangle. Mine ends up being about 40cmx30cm.
You want it to be as even a rectangle as possible so its easier to roll up, and the dough can be thin here.
Gently brush the surface with the melted butter, and then sprinkle over the sugar/cinnamon mix.
Roll the dough from long side to long side, so that a ~long sausage~ is formed.
Carefully cut down the middle of the long sausage, and twist the two halves together making a two strand plait.
Place the dough into a lightly butter 2lb/900g loaf tin and cover lightly with clingfilm.
Let the dough rise for about 30 minutes, and towards the end of this, preheat the oven to 180ºC/160ºC fan.
Bake the cinnamon swirl loaf in the oven for 50-60 minutes, until golden brown and cooked through.
Leave to cool in the tin, and then make the icing. Simply whisk together the icing sugar, vanilla and water until a thick icing paste is formed, and then drizzle over the loaf.
Slice, and enjoy.
Notes
This is best on the day of eating, but will last covered for a couple of days. You can microwave slices to warm through and refresh.
You can easily reduce or increase the amount of cinnamon that you use in the recipe, but I typically use two tablespoons for mine. I like it really cinnamon-y.
If you want to use fresh yeast, you need to use double the weight.
Check the dried yeast packaging - some need activating. If they do, you can add it to the warm milk to activate.