Mix Dough: Mix together the dough ingredients until combined. Place the dough on a lightly floured surface and knead the dough for a couple minutes until the dough is soft and forms a smooth ball. Add a little extra flour if the dough is too sticky to work with.
First Rise: Set the dough in a warm spot covered and leave to rise overnight until the dough has doubled in size. At 76°F it took 10 hours.
Cinnamon Sugar Filling: Set the butter out to soften. Mix cinnamon and brown sugar together until combined.
Shape: Divide the dough into 4 equal sections and roll out in roughly 8.5-inch diameter circles. Place one layer down on the silicone mat or on parchment paper and spread ⅓ of the butter and then sprinkle ⅓ of the cinnamon sugar mixture on top of this first circle. Place a second layer of dough on top. Repeat that 2 more times, ending with dough on top. Place a shot glass or similar sized cup in the middle of the dough. Begin by cutting the dough into 4 equal sections, stopping at the cup so the center stays intact. Then cut each section into an additional 4 equal sections. Now you should have 16 cuts around the dough. Take 2 sections and twist in opposite directions two or three times. Squeeze the ends together. Repeat this 7 more times.
Second Rise: Place the star bread into an 11-12 inch (6 qt) bread pan, dutch oven or skillet and cover it with a lid or foil. Let the dough rise in a warm spot for about 1-2 hours to rise more until it looks puffy and aerated.
Bake: Preheat the oven to 350ºF. Mix together egg and water and brush on top of the star for a golden brown color. Bake for 40 minutes uncovered followed by 10 more minutes covered, to avoid it getting too brown. If the dough reaches the top of the pan, place a cookie sheet on the rack underneath just in case any of the butter drips out.
Prepare Icing: Beat together the cream cheese, powdered sugar, vanilla and milk until smooth. Drizzle over while warm.
