Method

1. Combine milk, egg, butter then add all the dry ingredients. Knead for 15 minutes by hand. If using an electric stand mixer, start high until ingredients gather then slow speed down for 9 minutes. 
2. Once finished, shape into a smooth ball and place in a lightly floured bowl, make sure the bowl is big as it will double in size. Leave somewhere warm (like next to a radiator or an airing cupboard) for 40 minutes.
3. Whilst the dough is proofing, make the filling. Beat the butter, cinnamon, vanilla, and sugar in a bowl until it’s pale in colour. Keep it at room temperature so it’s easy to spread later.
4. The dough should slowly spring back to touch when it’s finished proofing. Roll out dough into a large rectangle on a floured surface about 300mm x 450mm and about 4mm in thickness. 
5. Gently spread a layer of the filling on the dough and sprinkle on the chopped pecans. 
6. Fold a third of the dough (lengthways) into the middle. Fold the other third on top of the first fold. There should be 3 layers. Then using a sharp knife portion out 12 slices. 
7. With each slice cut three even small slits, leaving about 20mm untouched at the top so that the plait holds. Plait the three pieces then knot the plait together in a way that rolls up, this bit is fiddly but any shape will hold. 
8. Place the 12 buns into a non-stick muffin tray, or add a tiny amount of oil in the tin so it doesn’t stick. Then put back in a warm place to proof for another 40 minutes or until they have doubled in size. Preheat your oven at this stage, 185° (with a fan if you can) 
9. Add an egg and milk wash to the top of the buns, you don’t need much. Sprinkle over the demerara sugar and pecans, add as much as you’d like! Then put in the hot oven for 18 minutes. Once cooled, enjoy!