In a large bowl, mix warm milk and yeast; let it sit for 5 minutes.
Add flour, sugar, cinnamon, salt, melted butter, and egg to the yeast mixture. Mix until a dough forms.
Knead the dough for about 5 minutes until smooth. Place in a greased bowl and cover; let rise for 1 hour.
Punch down the dough, roll it out, and cut into strips. Twist them and place on a baking sheet.
Let them rise again for 30 minutes, then bake at 375°F for 15-20 minutes until golden brown.
Mix powdered sugar and milk for icing, then drizzle over warm breadtwists.
