I used this recipe I found on the Canadian Living website and substituted the buttermilk in the recipe by using 1 cup of milk and 1 tablespoon of white vinegar (which you need to let stand for five minutes).
3 cups all purpose flour
2 tbsp granulated sugar
1 tbsp baking powder
3/4 tsp salt
1/2 tsp baking soda
2/3 cup cold butter cubed
1-1/4 cups buttermilk
3 tbsp butter, softened
1/2 cup chopped pecans (optional)
1/3 cup packed brown sugar
2 tsp cinnamon
1. Line a sheet with parchment paper or dust lightly with flour and set aside.
2. In a large bowl, whisk together flour, sugar, baking powder, salt and baking soda.
Cut in butter until mixture resembles coarse crumbs.
In separate bowl, whisk buttermilk with egg, pour over dry ingredients and stir with a fork to make a soft dough.
Press dough into a ball. On a floured surface, knead gently about 10 times and roll out.
Spread butter over dough, leaving 1/2 inch border along the edges. Sprinkle butter, sugar and cinnamon. Starting from one side, roll the log and pinch at to seal.
Using a knife, cut into 1 inch thick slices and arrange on pan.
Bake in centre of a 400F (200C) oven until golden (12-15 minutes).