Lightly dampen the bread dough with water to make the cinnamon and sugar stick. It is the fat/oil in the butter/margarine that is causing the bread to separate. You can slather it with butter after it is baked and toasted.
Think of it this way... when you make Monkey Bread, you dip the dough balls into melted butter so that they don't stick together while they bake :wink:
My grands love this bread made into french toast :D:D:D