1. In a large bowl, whisk together 4 cups of the flour, sugar, yeast and salt. Set aside.
2. In a small saucepan, melt together the butter and milk on medium heat until the butter is just melted. Remove from heat and add the water and vanilla extract. Let mixture cool for 2 minutes.
3. Pour the milk mixture into the dry ingredients and mix with a spatula. Add the eggs and continue to stir until the eggs are incorporated into the batter. The batter will be quite sticky at this point.
4. Add the remaining cup and a half of flour and continue to mix with a spatula for an additional 2 minutes, until ingredients are well combined. The dough will still be a little sticky. (You can certainly use a stand mixer, with paddle attached; beat on low-med/low)
5. Place the dough in a large, greased bowl and cover with plastic wrap and set in the warmest corner of your kitchen. Let rise until doubled in size (about an hour)
6. Once the dough has risen, punch the dough down, cover with a clean kitchen towel and let it rest for about 5 minutes. Meanwhile, mix together the sugar, cinnamon and nutmeg for the filling. Butter your loaf pans and preheat your oven to 350 degrees.
7. Cut the dough into two equal pieces, and place one piece back into a bowl and cover with the towel. Working on a lightly floured surface, roll out one piece of dough to 12 inches x20 inches. Since the dough may be sticky, flour your rolling pin and dust the top of the dough with flour, if needed.
8. Use a brush to generously spread half of the melted butter across the dough. Sprinkle with half of the cinnamon and sugar mixture. Cut the dough vertically into six equal strips. Stack the strips one on top of another and slice the stack into six equal slices. You should have six stacks of six squares.
9. Place the squares into the buttered loaf pans, so that they are standing up. Repeat with the second piece of dough.
10. Cover both loaf pans with a kitchen towel and allow to rise for 30-45 minutes, until doubled in size. Sprinkle any remaining cinnamon sugar on top of the risen loaves.
11. Bake for 30-35 minutes, until the top of each loaf is very golden brown. The center will be a bit soft. Allow to cool for 20 minutes before serving (if you can last that long!)
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