In a small bowl, combine the warm nog and the yeast. Give it a stir and allow to sit for 20 minutes to get bubbly.

Meanwhile, melt the butter and set it aside to cool down a bit.

In a large bowl, beat the eggs then add the sugar and vanilla. Mix to combine and add the butter and yeast mixture. Whisk to combine. Slowly mix in the flour, either with a stand mixer or with just a sturdy spoon. One the dough forms a ball, dump it out onto a lightly floured board and knead for about 4 to 5 minutes.

Place the dough into a large buttered bowl. Cover in plastic wrap and maybe a dishtowel. Keep it in a draft-free spot for 3 hours.

Once the dough has doubled in size, turn it onto a lightly floured board and roll it out into a large rectangle, about 16 by 14 inches. Brush the top with the nog. In a small bowl, whisk the sugar and cinnamon together. Sprinkle the sugar mixture over the top of the dough evenly.

Begin rolling the dough, from the long side, into a log. Place the log onto a parchment lined baking sheet. Starting about 2 inches down the length of the log, cut the log lengthwise into two halves. Twist the halves together. Pinch the ends together and turn them under. Allow the loaf to sit for about 10 minutes.

Preheat your oven to 350 degrees.

Place the baking sheet in the oven and bake the loaf for 20 to 25 minutes.