Knead the flour and milk into a soft, smooth dough. Cover and leave to rise at room temperature for approx. 1 hr.
Mix the salted caramel and water. Divide the dough in half. On a lightly floured surface, roll out the dough into two rectangles (each approx. 28 x 20 cm). Spread half of the caramel mixture onto each, then sprinkle each with half of the diced caramel. Starting from one of the long edges, roll up the dough. Cut the strands of dough into thirds. Cut the strands into approx. 1 cm slices, fold the slices over each other and shape into 6 flowers. Place them next to each other on a baking tray lined with baking paper. Cover the dough and chill for approx. 15 mins., brush with egg.
Approx. 25 mins. in the lower half of an oven preheated to 180°C. Remove from the oven, slide onto a cooling rack and leave to cool.