Brush pan and bowl with melted butter and set aside.
Make a roux by mixing flour and water in a small saucepan. Turn on the heat in low fire and mix until pasty. Let cool and set aside until use.
Warm 1/2 cup milk or water in the microwave. for thirty seconds. Add the yeast, mix, and set aside for 5- 10 minutes until bubbles form.
Mix flour, sugar, and salt in a large bowl and make a well in the middle. Add the proofed yeast and mix using a wooden spoon or spatula. You can use your hand too if you want, just coat it with a small amount of oil.
Add the egg and mix until the dough is incorporated, then add the water roux and try to mix until the dough is combined.
Add the butter intermittently. Add a small amount of the butter, then mix, Add butter then mix, and add the rest of the butter until you can form a smooth workable dough. Transfer the dough to an oiled bowl and cover it with a cloth or plastic wrap, and let rise in a warm place for an hour until it doubles its size.
When ready, punch the dough twice and work on a floured surface. Form a circle and divide it into 16 pieces (depending on the size of Ensaymada you want).
Form each piece into a log and coil dough from one end to another. Transfer the coiled dough and put it into a prepared pan. Let rise for another 30 minutes.
Bake in a pre-heated 350 F oven for 15-20 minutes.
Let cool and frost.