In the bowl of a stand mixer, combine warm milk and yeast. Let stand until very foamy, about 10 minutes.
Once foamy, add the melted butter, sugar, and egg. On top of the wet ingredients, add the flour and salt. Using the dough hook, mix on low speed until a dough starts to form. Increase speed to medium-low, and continue kneading until a sticky and elastic dough is formed, about 8 to 10 minutes. (the dough should start pulling away from the sides of the bowl, but may still stick to the bottom.) Shape the dough into a ball and place in a lightly oiled bowl. Cover and let rise until doubled in size, about 1 hour.
For the Filling:
In a small bowl, whisk together the sugar and cinnamon.
Punch down the risen dough and turn out onto a lightly floured surface. Divide the dough into 4 equal pieces and shape each into a ball. Roll one ball into a thin roughly 12-inch circle. (If your dough is shrinking back on itself as you roll, let it rest for a few minutes and try rolling it on an unfloured surface.) Place on a sheet of parchment paper. Lightly brush with melted butter, leaving about ½-inch border, and sprinkle the butter with a third of the cinnamon sugar. Roll another dough ball into the same size circle and place on top of the sugar-coated round. (If the dough is wanting to shrink a little, lightly pinch the edge of the top dough round to the edge of the bottom dough round to help keep the shape.) Brush with butter and sprinkle with another third of cinnamon sugar. Repeat layers again. Roll the last dough ball and place on top. Trim the dough where needed to create a clean edge and a 10- to 11-inch circle.
Place a 3-inch round cookie cutter or small bowl in the center of the dough. Using a pastry cutter or very sharp knife, cut the circle into quarters starting at the edge of the dough and stopping the edge of the bowl. Cut each quarter in half, and then each of those in half again. (You should end up with 16 little triangles connected at the center.)
Grab two dough strips, one in each hand, and twist them 3 times away from each other. Lay them down, pinch the end together. Repeat all around the circle. You should have an 8-pointed star. Remove the cutter. Transfer the star with the parchment paper onto a rimmed baking sheet. Loosely cover with plastic wrap or a tea towel and let rise until noticeably puffed, about 20 to 30 minutes.
Meanwhile, preheat the oven to 375F.
For the Topping:
Beat the egg and water together until well combined. If the points of the star have separated while rising, pinch them together again. Brush the egg wash all over the puffed star.
Bake for 25 minutes or until golden brown, covering with foil after 15 minutes if it’s browning too quickly. Let cool on the pan for 10 minutes. Lightly dust with confectioners’ sugar before serving warm.
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Notes
The time it takes for your dough to rise depends on the temperature of your kitchen. The ideal temperature for dough rising is 75 to 78F.
If your kitchen is cold, you can place your cinnamon starbread dough in an OFF oven with the light on.
Make sure the milk is between 110 to 120F as milk that’s too hot will kill the yeast, and milk not warm enough won’t activate the yeast.
If you are using yeast from a container, be sure to store the additional yeast in an airtight container in the fridge, so it doesn’t go stale.
Avoid adding too much flour by measuring your flour correctly! Adding too much flour to the recipe is the most common mistake then leads to dense bread. The best way to measure flour is by using a scale. If you don’t have one, then fluff your flour with a spoon, sprinkle it into your measuring cup, and use a knife to level it off.
Keep a close eye and a timer on the star bread during the second rise. If the bread is left alone for too long, you risk losing the star shape.
Roll out one ball of dough at a time while leaving the rest of the balls covered in plastic wrap or a tea towel to prevent the dough from drying out.
If you do not have a mixer, you can knead the dough by hand. It will take longer, around 10 to 15 minutes.