Meanwhile, make the peanut butter filling: In a small bowl, beat together the peanut butter, melted butter, brown sugar, granulated sugar, and cinnamon. Set aside.
If using a stand mixer, fit the mixer with a dough hook and knead on medium low for 6 minutes, until smooth and elastic. If kneading by hand, turn the dough out onto a floured work surface and knead until smooth and elastic, about 8 minutes. Add a little flour, one tablespoon at a time, if the dough is too sticky and clings readily to your hands. Lightly oil a large, clean bowl with cooking spray. Form dough into a ball and place it in the bowl, turning once to coat with oil. Cover bowl with plastic wrap or a clean kitchen towel. Let rise in a warm, draft-free place until doubled in volume, about 2 hours.
Add white whole wheat flour, granulated sugar, egg, vanilla, yeast, and salt. Beat on low speed for 3 minutes, stopping occasionally to scrape down sides of bowl. Add 2 1/2 cups all purpose flour. Beat on low speed, until the flour is absorbed and the dough is no longer sticky, scraping down sides of bowl as you go. If dough is extremely sticky, add remaining flour one tablespoon at a time, combining after each, just until dough begins to form a shaggy ball and pulls away from sides of bowl. It should still feel fairly tacky.
Prepare the dough: Pour milk into a large glass measuring cup. Add butter and microwave on high, until the mixture is warmed to the temperature directed by the yeast manufacturer (120°F to 130°F for Red Star Platinum Yeast). Start with 30 seconds, then microwave in 10-second intervals, until the desired temperature is reached. The butter may not melt completely and the milk should feel warm but not hot. Once heated, pour into the bowl of standing mixer fitted with paddle attachment or a large mixing bowl.