Place the water, milk, honey, flour, yeast, and salt in your bread machine. Select the dough function, and process according to the manufacturer’s directions.
Grease a 9 x 5 x 3 bread loaf pan.
Dust a pastry mat with flour, and add the dough. Dust with more flour.
Shape the dough into a ball, stretching the dough around the bottom of all four sides.
Roll the bread dough into an 8 x 16 inch rectangle.
Beat the egg and water in a small dish and brush the dough with the egg wash using a pastry brush.
Mix together the sugar and cinnamon. Sprinkle over the dough.
Start from the short side and roll the dough up. Pinch the ends together and then tuck the ends under.
Transfer the loaf to the prepared pan.
Allow to rise for 45 minutes.
Preheat your oven to 375°F. Brush the top of the dough with the remaining egg wash.
Bake for 35 to 40 minutes.
Cool in the pan for about 5 minutes, and then transfer to a wire rack. Allow to cool before slicing.