Roll up, beginning at long end of rectangle, as tightly as possible. Pinch seams together to adhere.
Using a bench scraper or sharp chef's knife, slice roll lengthwise. Roll each half slightly so that the insides are facing up. Place one half on top of the other, creating an 'X'.
Gently braid by twisting the two halves over each other repeatedly. At the end, pinch the pieces together and tuck up underneath the braid slightly to form a nice rounded end.
Lift carefully and place braid into a greased 9-inch loaf pan (you can lay parchment on the bottom and sides of the pan for easier removal after baking). Cover again with plastic and let rise until doubled, about another hour.
Preheat oven to 350° F.
Bake until deeply golden brown and baked through, about 45-55 minutes. If the bread begins to brown deeply before it's finished baking, cover it with foil. If you're unsure if your bread is done, use a meat thermometer to take its internal temperature - the bread will be perfectly baked at around 190° F.
Allow the cinnamon bread to cool at least 15 minutes before removing from pan. Let it sit for about an hour before slicing. Serve warm or at room temperature.