Mix the yeast and sugar with the lukewarm milk, stir with a plastic spoon and let it sit for 10 minutes. In a bowl, mix flour, salt, egg, melted butter and yeast mixture. Kneading until you get smooth and elastic dough, shape it into a ball. Place in a greased bowl. Cover and let rise in a warm place until doubled, about 1 to 1 1/2 hours. When the dough has doubled, take it out and punch down to release all the bubble. Then let it rest for 5 min. Preheat oven to 390 F. In a small bowl mix together melted butter, cinnamon and sugar. On a lightly floured surface, roll the dough to a thickness of 1/2 inch. Spread the cinnamon filling across all of the dough. Reserve a small amount of filling for the top of the wreath. Roll up the dough, and using a knife, cut the log in half length-wise. Twist the two halves together, keeping the open layers exposed. Give a round shape, then transfer to a baking tray covered with a parchment paper. Brush reserved cinnamon mixture on top. Bake for about 20 min, or until golden brown. Transfer on a wire rack to cool. Sprinkle with a confectioners sugar before serving.