Make dough:In the bowl of a stand mixer fitted with the dough hook, stir together warm water, yeast, and sugar (portion for dough). Let stand until creamy, about 5 minutes.
To the yeast mixture, add the butter (portion for the dough), salt, and 2 cups of the flour. Mix on low-speed until the ingredients begin to come together.
Still on low-speed, add 1 cup of the remaining flour and mix for 1 minute more.
Add the remaining 1 cup flour. Mix on low-speed until the final addition of flour is fully incorporated into the dough. Increase the speed to medium and knead until the dough is smooth and elastic, about 5 minutes. (It should make a slapping sound against the sides of the bowl.)
Remove the bowl from the mixer and cover it with a dish towel. Let the dough rise in a warm place until doubled in volume, about 20 minutes.
While dough rises, prepare filling / egg wash. In one small bowl, combine sugar (portion for assembling) and cinnamon. In another small bowl, melt butter. In a third small bowl, whisk egg.
Line a sheet pan with parchment paper.
Shape dough:Turn dough out onto a lightly floured surface and form into a ball. Using a serrated knife, slice dough into three even pieces.
Working with one portion of dough at a time, roll out into a 12-inch circle (no need to be super precise - it's okay if it looks messy!). Transfer dough circle to prepared sheet pan. Brush with melted butter. Top with half of the cinnamon-sugar mixture.
Roll out a second circle the same size as the first. Place it on top of the filling-covered circle. Repeat the process by adding butter and then the remaining half of the cinnamon-sugar. Top with the final dough circle.
Place a 3-inch small bowl or round biscuit cutter in the center of the dough.
Use a serrated knife to cut 16 strips from the center bowl to the outside of the dough, slicing through all of the layers.
Using both hands, take two adjacent strips and twist them outwards, revealing the layers inside. Pinch the ends of the strips together and tuck them under slightly. Repeat with all remaining dough strips to form 8 spokes on the star.
Remove the bowl from the center of the dough. Allow dough to rise for 20 minutes.
Heat oven to 400 degrees F / 200 degrees C.
Just before baking, brush bread with whisked egg.
Bake until light golden brown, 15 to 17 minutes.
Glaze bread (optional)Whisk together powdered sugar, vanilla extract, and 1 Tbsp water. Add more water a bit at a time until glaze is smooth and pours easily. Drizzle over bread.