Trim the crust from the bread. Flatten the slices slightly with a rolling pin. In the center of each bread slice, add about 1 teaspoon of the filling of your choice and spread.
Roll the bread like a cigar or a rolled taco; set aside until you finish all of the slices.
In a bowl mix the egg, the cup of milk, vanilla, and salt, and whisk until well combined. In another bowl, mix the sugar with the cinnamon.
Set a skillet over medium heat. Once hot, add a tablespoon of butter.
Soak the bread rolls in the milk mixture until fully coated. Add them to the hot pan, which should have the butter already melted. Cook the rolls until they’re golden brown and look fully cooked, flipping a few times as they cook to brown on all sides. Roll the fingers in the sugar and cinnamon mixture; they are ready to eat!