In a large bowl, mix the flour, sugar, and salt. Combine the lukewarm milk, melted butter, and beaten egg in a mixing bowl. Mix until thoroughly combined. Add the yeast until a sticky dough forms.

Place the dough on an oil-greased surface. Knead the dough for 10-12 minutes with lightly greased hands, or until it becomes smooth and elastic.

Form the dough into a ball and set it in a greased mixing basin. Cover with a kitchen towel or plastic wrap and set it aside in a warm place to rise until it has doubled in size. It might take 30 minutes to an hour, or even longer, depending on how warm it is.

For the filling, melt butter in a saucepan over medium-low heat until bubbling. Mix in the 1/4 cup of breadcrumbs well. Combine the flour, water or milk, sugar, salt, and the remaining breadcrumbs in a mixing bowl. Cook until it thickens. Remove from the heat and continue to whisk until it becomes a thick paste-like consistency.

Punch the dough down and divide it into 16 equal portions with a knife or dough slicer. Make a long triangle out of each piece (like a pizza slice). Brush the center with butter or margarine, then spread the filling on top, leaving approximately a centimeter around the borders empty. Roll the dough from the widest end to the narrowest end, enclosing the filling.

Brush each rolled dough with milk or water before rolling it in breadcrumbs and placing it on a baking sheet prepared with parchment paper: make sure the end part is at the bottom so it doesn’t open up when baking. Cover with a cloth, kitchen towel, or cling film and set aside for 20-30 minutes, or until they have doubled in size. Before baking, remove the lid.

Place the baking sheet on the middle rack of the oven and bake for 20 minutes at 150°C (300°F).

Take the Spanish bread out of the oven and place it in a breadbasket. While it’s still warm, enjoy.