Dough

1. In bowl of electric mixer, combine 2 cups flour, sugar, yeast and salt; set aside.
2. In small saucepan, combine water and butter over low heat. Cook for 3 to 5 minutes or until butter is partially melted and water is warm but not hot to the touch. Add to flour mixture along with egg.
3. Using dough hook attachment, beat for 2 minutes on medium speed, scraping down side of bowl occasionally. Add 1 cup flour; beat for 2 minutes at high speed, scraping bowl side of bowl occasionally. Stir in enough of the remaining flour until dough forms a ball.
4. On lightly floured surface, knead for 6 to 8 minutes or until smooth and elastic, and dough springs back when lightly pressed with 2 fingers. Cover with towel; let stand for 10 minutes.

Filling

1. In small bowl, mix together sugar, butter and cinnamon. Set aside.
2. Preheat oven to 350ºF (180ºC). Divide dough into 4 portions; roll out each portion into 11-inch (28 cm) round.
3. Place one round of dough on parchment paper–lined baking sheet. Spread one-third of the filling over top, leaving 1/2-inch (1 cm) border all around. Repeat with remaining rounds of dough and filling, stacking on top of each other. Press gently to seal edges together.
4. Place glass (about 3 inch/8 cm diameter) in center of dough to use as guide. Cut dough into 4 segments; divide and halve each segment. Divide and halve each segment again to make 16 segments. Remove glass.
5. Working with 2 segments at a time, lift 2 segments next to each other and twist them together twice. Repeat with remaining pairs of segments, making star shape.
6. Cover star of dough with plastic wrap or tea towel. Let stand for 10 minutes. Bake for 25 to 30 minutes or until cooked through and golden. Let cool on rack for at least 20 minutes before serving. Dust with icing sugar before serving.