Combine milk and 1/4 cup butter in a small saucepan and heat until butter melts. Pour into a large bowl and stir in oats. Let stand about 10 minutes.
Sprinkle yeast over warm water, and let stand 10 minutes or until bubbly.
Add eggs, vanilla, sugar, salt and yeast mixture to oat mixture. Stir well.
Stir in whole-wheat flour and 2 cups all-purpose flour, 1 cup at a time. Turn dough out onto a clean, floured surface; knead in remaining all-purpose flour, 1/4-cup at a time, until smooth and pliable. Knead about 6 minutes. Spray a large bowl with cooking spray and place dough in it. Cover and let rise 1 to 1 1/2 hours, until doubled in bulk.
To prepare the filling, combine cranberries and sugar in a small saucepan. Cook, stirring constantly, until sugar melts and cranberries start to pop. Remove from heat and set aside.
Coat two 9-by-5-by-3-inch loaf pans with cooking spray. When the dough has risen, punch it down; divide into two equal parts.
Melt remaining 1/4 cup butter. Roll out one portion of dough into a 12-by-16-inch rectangle on a floured surface. Brush with 2 tablespoons melted butter. Sprinkle on 2 tablespoons cinnamon-sugar, stopping 3/4 inch from edges. Spread with half the cranberry filling, stopping 3/4 inch from edges.
Roll dough up, starting on one of the short sides. Pinch seams together at both ends; tuck ends under slightly. Place loaf, seam side down, into prepared pan. Repeat for second loaf.
Cover loaves and let rise until doubled in bulk, 45 to 60 minutes.
Preheat oven to 375°F Bake 35 minutes or until bread is browned on bottom and sounds hollow when tapped. Remove from oven, let stand in pans 5 minutes, then remove from pans and cool on racks 30 minutes.