Combine the dry ingredients: In a large bowl, combine flour, sugar, yeast, and salt. Mix them together well.
Warm the wet ingredients: In a small saucepan, heat milk and melted butter until warm. Pour this mixture over the dry ingredients along with the egg.
Mix the ingredients until a soft dough begins to form. Transfer to a floured surface and knead gently until smooth and elastic, about 5 minutes.
Let the dough rise: Place the dough in a greased bowl, cover it, and let it rise in a warm place until doubled in size, about 1 hour.
Roll out the dough: Roll into a large rectangle on a floured surface. Spread softened butter over the surface and sprinkle with cinnamon and brown sugar.
Cut the dough into strips, about 1 inch wide. Twist each strip and place on a baking sheet lined with parchment paper.
Let the twisted strips rise again for about 30 minutes while preheating the oven to 350°F (175°C).
Bake for 15-20 minutes, or until golden brown.
Prepare the glaze (optional): Mix powdered sugar, a bit of milk, and vanilla extract until smooth, and drizzle over the warm twists.
Notes
For extra flavor, consider adding nuts, dried fruit, or chocolate chips to the filling.