Autolyse with milk or substitute the milk?
Your sweet bread recipe is similar to a milk bread recipe I have seen recently. An autolyse does require liquid in order to 'start'. It is safe to use a portion of your liquid milk to autolyse the remaining flour as you'd like. 

Milk powder generally is ideal for adding lactic sugars for the maillard reaction. The higher the milk fat content, the greater the maillard reaction will be and therefore your bread will be darker and nuttier in flavour. Heavy cream will have the same affect, and it will create a really pleasant crumb and mouthfeel of the bread because of the high fat content. 

What is your recipe?