Make the dough: In the bowl of a stand mixer, whisk together 1 1/4 cups (159g) flour, sugar, yeast, and salt by hand.
In a small saucepan, heat water, butter, milk, and vanilla over medium heat until an instant-read thermometer registers 120°F (49°C) to 130°F (54°C). Add warm butter mixture to flour mixture; using the paddle attachment, beat at medium-low speed until combined. Add eggs, and beat until combined. With mixer on low speed, gradually add 2 1/2 cups (318 grams) flour, beating just until combined and stopping to scrape sides of bowl.
Switch to the dough hook attachment. Beat at low speed until a soft, somewhat sticky dough forms, 5 to 7 minutes, stopping to scrape sides of bowl and dough hook; add up to remaining 1/4 cup (32g) flour, 1 tablespoon (8g at a time, if dough is too sticky. Turn out dough onto a very lightly floured surface, and shape into a smooth round.
Lightly oil a large bowl. Place dough in bowl, turning to grease top. Cover and let rise in a warm, draft-free place (75°F/24°C) until doubled in size, 30 to 45 minutes.
Punch down dough. Turn out onto a very lightly floured surface, and gently press into a 9x8-inch rectangle. Loosely wrap in plastic wrap, and refrigerate for at least 1 hour or up to overnight.
Spray a 9x5-inch loaf pan with cooking spray. Line pan with parchment paper, letting excess extend over sides of pan.
On a lightly floured surface, roll chilled dough into a 14x12-inch rectangle (about ¼ inch thick). Using a small offset spatula, spread Cinnamon Filling (see below) onto dough, leaving a 1/2-inch border on both short sides and one long side; sprinkle with chopped pecans. Starting with long side opposite border, roll up dough, jelly roll style, and pinch seam to seal. Gently lift log at each end, and stretch to 15 inches long. Place seam side down. (Make sure seam is off to one side instead of in center.). Using a sharp serrated knife, cut in half lengthwise. Turn cut side up, and place halves in an “X.” Twist one half of “X” twice; pinch ends, and tuck under. Repeat with remaining half of “X.” Place in prepared pan one end at a time, making sure to keep cut side up and ends tucked. Cover and let rise in a warm, draft-free place (75°F/24°C) until puffed, 25 to 35 minutes. Test dough for to see if it has risen properly using the finger dent test. (See notes)
Preheat oven to 350°F (180°C).
Make egg wash: In a small bowl, whisk together egg and water. Using a pastry brush, brush egg wash on top of dough. Sprinkle with half of Cinnamon Pecan Streusel.
Bake for 20 minutes. Top with remaining Cinnamon Pecan Streusel, and bake until golden brown and an instant-read thermometer inserted in center registers 190°F (88°C), 35 to 45 minutes more, covering with foil to prevent excess browning, if necessary. Let cool in pan for 10 minutes. Using excess parchment as handles, remove from pan, and let cool completely on a wire rack.