For the Dough: Wipe the bowl with a paper towel, then whisk together flour, sugar, yeast, salt, and baking soda until thoroughly combined. Melt butter in a 2-quart saucier over low heat, then stir in milk and yogurt, warming to about 80°F (27°C). Add to flour and stir to form a very dry and shaggy dough. With the hook attachment, knead on low until silky-smooth and elastic, able to be gently stretched into a thin but rough sheet without tearing, about 20 minutes.First Rise: Cover bowl with plastic and set dough to rise until puffy, light, and doubled in bulk, about 90 minutes at roughly 70°F (21°C). If the dough feels dense, firm, or overly resilient, rest 15 minutes before testing again (this is more likely in chilly months).
Shaping: Turn dough onto a lightly floured surface, dust with flour, and roll into a 13-inch square. Snip a corner from the bag of cinnamon filling, squeeze over the dough, and spread into an even layer with an offset spatula. Sprinkle pecans on top and roll to form a 12-inch log, ending seam side down.
Slide an 8-inch strand of thread, unflavored dental floss, or butcher’s twine under the dough until you reach the middle. Cross the ends over the top and pull tight to divide the log in two. Cut each half into six 1-inch slices and arrange in a parchment-lined 9- by 13- by 2-inch aluminum baking pan (or two 8-inch by 3-inch round cake pans).
