In a large bowl, put the flour, yeast, sugar and salt. Stir to combine.

Add the vanilla extract to the milk.

Pour all of the milk, along with the melted butter, into the flour mixture.

Using a rubber or plastic spoon or spatula, mix all the ingredients together, beating well to combine.

The mixture will look very rough and be very wet, but this is fine.

Cover the bowl well and leave overnight or 12-14 hours.

Scrape the risen dough onto a well floured surface, then bring together into a smooth ball by folding it a few times.

Divide the dough into four equal pieces and form those into balls. Cover and leave to rest for 15 minutes.

Stir the chai spice mix into the sugar and set aside.

Line a round baking tray, approx 30cm in diameter, with a piece of baking parchment or greaseproof paper. Set aside.

Take one of the balls (keeping the rest covered) and roll it out into a circle approximately 25-27cm in diameter. Place it on the prepared tray.

Brush the circle with a thin layer of beaten egg.

Sprinkle over it one third of the sugar and spice mix.

Roll out the second ball of dough in the same way and place it over the first.

Again, brush with beaten egg and sprinkle with another third of the spiced sugar.

Roll out the third ball of dough, brush with egg and sprinkle over the remaining spiced sugar.

Roll out the fourth ball of dough and place it over the top.

Lightly press down the edges of the dough to seal in the filling.

To create a perfect circle: place a large round plate or similar over the stack and cut around it, going through all the layers. Remove the trimmings.

Place a 5cm cutter or glass temporarily in the centre of the dough and, without going through the layers, lightly press down to mark out a circle.

Using a ruler or other straight edge, mark out the dough into 16 equal sections, starting out from the central circle.

Using a sharp knife or scissors, cut through all the layers.

Taking two adjacent sections at a time, twist the pieces in opposite directions, turning them around two and a half times.

Pinch the ends of the two pieces together so they form a point.

Repeat with the rest of the sections, two at a time.

Cover the dough with cling film or a damp tea towel and leave to prove for 30-40 minutes.

Preheat the oven to 200C/180C fan/Gas 4.

Brush the rest of the beaten egg over the bread.

Put the bread on its tray in the oven. Bake until golden and cooked through (approx 12-15 minutes).

When baked, cool for a few minutes before tearing off pieces and eating warm.

Can be frozen when cold. Reheat in foil in a medium oven.