Grind the cardamom seeds into a powder with a mortar and pestle. Add the sugar and ground cardamom to the milk and stir until dissolved.
Add the butter and about half of the flour and mix until smooth. Slowly add the rest of the flour and the salt, until you can knead the dough without it sticking (you may need less flour). Knead the dough on a floured surface for about 10 minutes, until it's elastic.
Cover and let the dough rise until double in size, about one hour.
Cinnamon filling
Combine the softened butter, sugars, cinnamon, and cornstarch, mixing until smooth.
Roll out the dough into a large square.
Spread the cinnamon filling evenly across the square of dough, leaving a couple inches free from filling at the top. Then slowly roll the square up from the bottom to the top.
Cut the long roll in half and place both halves on a baking sheet lined with baking paper.
Cut about ten evenly space slits in each roll, cutting almost down to the bottom of the roll but not all the way through. Twist the first section of dough to the right, the next to the left, then to the right, and so on, alternating each section (see video).
Cover with plastic wrap and let rise again for about 30 minutes.
Preheat oven to 200°C (390°F). Whisk the egg with a splash of water and gently brush onto the top of kanelstang.
Bake the kanelstang for 15-20 minutes in the lower section of the oven (I bake mine in the row between the middle and bottom row) until golden brown.
Decoration
Mix powdered sugar with a bit of water until you get a thick glaze. Spoon it into a plastic bag or in a bit of plastic wrap and cut a small hole. Drizzle the glaze over the kanelstang.