In a medium saucepan, combine the water, butter, sugar, and salt. Heat over medium heat until the butter is melted and the mixture is simmering.
Mix the baking powder with the fresh-milled wheat flour, then add it to the saucepan. Stir constantly with a wooden spoon until the dough pulls away from the sides of the pan and forms a thick ball, about 1–2 minutes.
Remove from heat and let the dough cool slightly, for about 5-10 minutes.
Once the dough has cooled, add the eggs one at a time, stirring well after each addition. This will make the dough smooth and glossy.
Stir in the sourdough starter, cinnamon, and vanilla extract. Mix until everything is fully incorporated. At this point the dough can be covered and placed into the fridge for a long fermentation. Otherwise, proceed to the next step.