Prepare the Dough: Start by mixing milk, vegetable oil, and sugar in a pan. Heat until just before boiling, then cool to lukewarm. Sprinkle yeast and let sit, then add 4 cups of flour, stirring and letting it rise.
Add Remaining Ingredients: Mix in the remaining flour, baking powder, baking soda, and salt.
Roll and Fill: Roll dough to a thin rectangle, brush with melted butter, sprinkle sugar and cinnamon, then roll up tightly.
Cut and Bake: Cut into slices, place in buttered pans, let rise again, and bake until golden.