For the Dough

1. In a large bowl, whisk the yeast and warm water together.  Add warm milk and whisk again. 
2. Add egg and sugar, and whisk until combined. 
3. Add one cup of flour, whisk, and then add the melted butter. 
4. Add another cup of flour, and salt, then whisk until all the flour is incorporated. Continue adding another cup of flour, a bit at a time, whisking as you go, until the dough pulls away from the side of the bowl when stirred, but is still a bit sticky.  I use between 2 1/2 – 3 cups of flour in total for the whole recipe.  
5. Cover the dough and let rise in a warm place for one hour, or until doubled in size.  In dry climates, cover with plastic wrap airtight so that the dough won’t dry out. 

To Assemble

1. Prepare two standard size loaf pans by lining them with parchment paper and spraying with nonstick spray.  Set aside. 
2. Pour the dough out onto a well-floured surface. Pat it into a loose rectangle, and then roll it out to a rectangle (about 22 by 15 inches).  Dust with flour as needed, and check to see if the dough is sticking to the work surface as you roll.  
3. Brush the top of the dough with the softened butter, and then sprinkle the sugar evenly over the butter.  Sprinkle ground cinnamon over the sugar.  
4. Starting from the long end furthest away from you, roll the dough up, tightening as you go.  Seal the final edge of the roll by pinching the dough together.  
5. Cut the roll into two 11 inch pieces, and then cut each piece lengthwise, leaving the last inch of the dough intact on one end.  
6. Twist the two cut strands around themselves, and then invert the ends and tuck them under.  Place the twisted dough into the prepared loaf pans. 
7. Cover and rise again in a warm place for one hour, or until the dough has doubled in size.  
8. When the loaves have just about risen, preheat the oven to 350 degrees.  Place them on the rack positioned in the middle of the oven, and bake for 30-35 minutes.  The top will be dark golden brown.  
9. Allow the loaves to cool in the pan for 10 minutes, then transfer to a cooling rack.

For the Icing

1. In a small bowl, whisk together powdered sugar, melted butter, and vanilla.  Add water, a tiny bit at a time, whisking until the icing is the consistency desired.  When it falls off the spoon in a ribbon, it is just right.  
2. Drizzle or brush the icing over the slightly cooled cinnamon twist loaf.  The icing will set as the bread cools.  Slice and serve.  If not serving right away, the bread is best stored in a bag without icing as it will become very sticky.