Dissolve the yeast in the warm milk, add to the rest of the bread ingredients in a large bowl, and knead for a few minutes.
You will end up with quite a firm dough. Cover and leave to rise in a warm place for about 45 minutes.
Roll the dough out in a large rectangle on a floured board.
Rub the softened butter onto the dough. Sprinkle the filling mixture on top, leaving a border around the edges.
Roll the dough up into a roll, starting on one of the short sides.
Get a sharp knife and cut lengthways along the roll, to make two pieces.
Carefully twist the two pieces around each other, keeping the cut sides upwards, as this creates the nice braid effect.
Let the braided dough rise for another 45 mins.
Bake at 180 degrees for about 25 mins, or until lightly brown.