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Preheat the oven to 425 degrees F.
Lightly dust a clean surface with flour. Roll out one portion of the dough and line a 9-inch pie plate with it. Spoon the filling into the dough. Roll out the remaining dough and place it over the filling. Fold the edges under and crimp using your fingers to seal the dough. Cut vents into the top of the dough and brush with the milk. Sprinkle some sugar and cinnamon over the crust. Bake the pie for 15 minutes, then reduce the heat to 375 degrees F and continue to bake until the rhubarb is tender and the crust is golden, 50 minutes to 1 hour.
Rest the pie for 15 to 20 minutes before serving.