Combine the warm milk, warm water, yeast and sugar in the bowl of stand mixer. Gently stir and let sit for about 10 minutes to activate the yeast.
Combine the remaining dough ingredients in a bowl and stir together.
With the mixer running on a medium low speed and fitted with a dough hook, slowly add the flour mixture to the liquid yeast mixture already in the bowl.
Mix until the dough pulls away from the bowl and is silky in texture, about 7-10 minutes.
Turn the dough out onto a floured surface, knead a few times to form a ball and place in a greased bowl. Cover with a towel and let rise until doubled in size (about 1 1/2 hours).
Meanwhile, prepare the filling by preheating the oven to 425.
Cut the peaches in half and place on a greased baking sheet. Drizzle the lemon juice on top and roast for about 20 minutes, flipping half way through. Remove from the oven, let cool and then finely chop.
Combine the cinnamon, brown sugar and flour in a small bowl.
Beat the egg and milk in another small bowl.
Place the risen dough on a floured surface, punch down, knead a few times and roll out into a rectangle about 18"x10".
Brush the dough with the egg and milk mixture, saving the leftovers.
Sprinkle the cinnamon sugar mixture all over the dough.
Scatter the chopped peaches evenly on top of the cinnamon sugar mixture.
Starting with a short side, carefully roll the dough into a log tucking and pinching the ends together once rolled.
Place the roll of dough in a greased 9x5 loaf pan, cover with a towel and let rise until the dough is about 1 inch above the rim of the loaf pan (about 1 hour).
Preheat oven to 350 degrees.
Brush the top of the dough with the remaining egg wash.
Bake for about 30 minutes, covering the top with tented tin foil after about 15 minutes when the top starts to brown.
Remove from the oven, let cool for about 5 minutes before carefully removing the bread from the loaf pan and transferring to a cooling rack.