Mix the flour, salt, sugar and yeast in a bowl. Add the butter, milk and egg, knead to form a soft, smooth dough. Cover and leave to rise at room temperature for approx. 2 hrs. until doubled in size.
Cut the rhubarb into pieces approx. 10 cm long and then cut each piece lengthwise into 4 strips. Bring the water and sugar to the boil in a wide pan. Simmer the strips of rhubarb in batches for approx. 3 mins., remove with a slotted spoon, transfer to a tray and leave to cool. Beat the butter, sugar and cinnamon.
On a lightly floured surface, roll the dough out thinly into a rectangle (approx. 40 x 50 cm). Spread the cinnamon butter on top and smooth down. Place the rhubarb over half of the dough, fold the other half over the top, press down gently. Cut the dough lengthwise into strips approx. 3 cm wide. Twist the strips, tie in a knot, and place on a baking tray lined with baking paper. Sprinkle with sugar crystals.
Approx. 30 mins. in the lower half of an oven preheated to 180°C. Remove from the oven, slide onto a rack and leave to cool.