Proof the yeast: In a large bowl, combine warm milk and yeast. Sprinkle in a pinch of sugar.
Let stand for 5–10 minutes, until foamy. If it doesn’t foam, the yeast may be inactive—start over with fresh yeast.
Mix the wet ingredients: Whisk in the granulated sugar, melted butter, egg, vanilla, and salt until smooth.
Add the flour: Stir in 3 cups of flour, 1/2 cup at a time, until a soft, slightly sticky dough forms. If needed, add the remaining 1/4 cup flour a little at a time.
The dough should pull away from the bowl but still feel tender.
Knead the dough: Turn the dough onto a lightly floured surface and knead for 5–7 minutes, until smooth and elastic. You can also use a stand mixer with a dough hook on medium-low for 4–5 minutes.
First rise: Place the dough in a lightly greased bowl, cover with a clean towel or plastic wrap, and let rise in a warm spot for 60–75 minutes, or until doubled in size.
Prepare the pan: Grease a 9x13-inch baking pan with butter. You can also line it with parchment for easier removal.
Shape the dough: Gently deflate the risen dough and pat or roll it into a rectangle to fit the pan.
Transfer it to the pan and stretch to the corners. Cover and let rest for 20 minutes.
Make the topping: In a small bowl, combine softened butter, brown sugar, cinnamon, nutmeg (if using), and a pinch of salt. Mix until sandy and spreadable.
It should be soft but not melted.
Dimple the dough: Use your fingertips to press deep dimples all over the dough, almost to the bottom of the pan. These little wells collect butter and sugar as it bakes.
Add the topping: Dot the top evenly with spoonfuls of the cinnamon-sugar butter. Gently spread and press it into the dimples.
For extra richness, brush the surface with heavy cream.
Second rise: Let the topped dough rise uncovered for 20–30 minutes while you preheat the oven to 375°F (190°C).
Bake: Bake for 22–28 minutes, until the edges are deeply golden and the center is set. The topping should look bubbly and slightly crackly.
Cool and serve: Cool in the pan for at least 15 minutes. Slice into squares and serve warm or at room temperature.