Proof the yeast if you do, otherwise add the instant yeast to the bowl. Put all of the Tangzhong, the flours, powdered milk, sugar, salt, the yeast or proofed yeast, egg and melted butter in the bowl of your machine. Run a couple of times to mix everything well.
Add as much of the milk as required and knead to a smooth, elastic dough. Shape the dough into a ball, and let it rest in a lightly greased bowl. Cover loosely and allow to rise for 60 to 90 minutes, until puffy but not necessarily doubled in bulk.
Gently deflate the dough and divide it into 5 equal pieces. Flatten or lightly roll out each piece of dough into a 5" x 8" rectangle, then fold the short ends in towards one another like a letter. Flatten the folded pieces into rectangles again (this time about 3" x 6").
Using a pizza wheel cutter, or sharp knife or scraper, cut about 2/3rd lengthwise into thin strips each about 1/8-inch wide. Your rectangle of dough should look something like a “jellyfish” but do not separate the strips. Place your filling on the uncut 1/3rd portion of the dough.
Fold the side edges and then roll tightly, from the uncut edge to the cut edge. You should have a well-sealed roll of dough that has striations on it. Repeat with remaining four portions of dough.
Lightly grease an 8 or 9-inch cake tin. Place the rolls of dough, seams down, end to end along the outer circumference of the cake tin. The dough will form a coiled circle with a “hole” in the centre. Loosely cover and allow it to rest/rise for about 45 minutes, until puffy.
Brush the loaf with milk and bake it at 180C (350F) for 30 to 35 minutes, until it's golden brown on top and done. Remove the loaf from the oven and cool it in the pan for about 10 minutes. Then transfer it to a rack to cool completely.
Store leftover bread, well wrapped, at cool room temperature for 5 to 7 days; freeze for longer storage.