Place milk, 4 eggs, the flour and yeast in the bowl of a stand mixer fitted with the dough hook attachment. Mix on medium speed until dough is smooth and comes together, about 3 minutes, scraping down the bowl after the first minute of mixing, if needed. Let dough rest in bowl 20 minutes to help relax the gluten.

Add sugar and salt; mix on low speed 3 minutes more, scraping dough off the hook after the first minute.

Add half of the butter and continue to mix on low until butter cubes are no longer visible and are completely incorporated into dough. Add remaining butter and mix until incorporated.

Once all the butter is added, increase speed to medium and mix until dough makes a slapping sound and comes away from the bowl, about 16 minutes. Be patient and resist the urge to increase the speed. You will start hearing a distinct slapping sound when dough is almost ready.

Transfer dough to a medium bowl coated with cooking spray. Cover with plastic wrap; let stand at room temperature 1 hour, then punch down dough to help redistribute the yeast. Cover again and refrigerate at least 2 hours or overnight.

Shape loaves: Grease two 8x4-inch loaf pans. Divide dough in half. (Each half should weigh about 510 grams.)

Roll or gently press one portion of dough into a roughly 8x4-inch rectangle. Roll from a short end into a cylinder. Gently roll on a lightly floured wood surface into a football-like shape that matches the length of the pans. Transfer, seam side down, into a loaf pan. The top should have a clean, tight surface. Repeat with remaining dough. Cover both pans loosely with plastic wrap.

Preheat oven to lowest setting, about 170°. Place a cake pan on lowest oven rack. Add 1 cup boiling water to pan. Turn off oven. Place loaf pans on center oven rack. Let proof 11/2 to 21/2 hours. When fully proofed, center of dough will rise to within 1/2 inch of the top of the pans. Remove from oven and remove plastic wrap. Remove cake pan with water from oven. Preheat oven to 375°.

In a small bowl, whisk together 1 egg and the water. Gently brush egg wash over loaves and bake 15 minutes. Rotate pans, tent the tops with foil, lower the temperature to 325°, and continue to bake until a thermometer inserted into centers of loaves reads 200°, 40 to 45 minutes.

Remove from oven and run a knife along edges of pans. Carefully tip hot loaves out of pans onto a wire rack; cool at least 30 minutes before slicing. Store at room temperature, wrapped in plastic wrap, up to 2 days. These loaves also freeze well.