For the dough: Add warm milk, yeast, and sugar to a stand mixer with a dough hook. A large bowl will also work if making by hand. If using active dry yeast, wait about 5 minutes for it to bubble and activate. If using instant yeast, proceed to next step.
Add 2 cups of flour, butter, egg, and salt. Let it begin to mix on low. Slowly add remaining 1 ½ cups of flour. Depending on your moisture level, it may be slightly more or less flour. Dough should be soft and smooth, but not too sticky.
Let mixer knead the dough for 8 minutes. Shape the dough into a ball, put in an oiled bowl, and cover with plastic wrap or linen towel. Let the dough rise for about 1 hour or put in the fridge to rest overnight.
After the dough has risen, turn oven on to 350° F. Prepare 3 pieces of parchment paper about the size of a baking sheet. Lightly flour each one.
Form: Divide the dough into 3 even sections, one section for each piece of parchment or wax paper. Roll out each section to be about a 10" circle.
Place half of your filling on the first circle, leaving about 1/2 inch on the ends (like a pizza crust). Transfer the second rolled out circle from the parchment paper to the first circle now topped with filling. Spread the second half of your filling on top of that second circle. Transfer third rolled out circle from the parchment paper to the second circle now topped with filling. It will look like 3 pizza crusts on top of each other with filling in between.
Trim the edges as needed to remove any hanging/uneven parts to keep an even circle. Using a biscuit cutter of small bowl about 3" wide, make a gentle marking in the center. Outside of that circle, cut 16 even sections with a pizza cutter. I like to do this by making 4 even cuts, then dividing each of those sections in half, then half again.
Hold a piece in each hand and gently twist each one away from each other, then pinch the two ends together. Do this two pieces at a time and you'll end up with 8 points.
Set the dough aside and give it a short rise for about 20 minutes. Just before placing in the oven, brush with an egg wash (an egg whisked together with one TB of water).
Bake: Transfer to baking sheet. I keep it on the bottom parchment paper layer for easy transfer. Bake for about 20 minutes, until golden brown. If some points are browning too quickly, you can gently cover with aluminum foil. Dust with powdered sugar or a glaze. Cover and store at room temperature. To reheat, turn oven on to 350° F, cover with foil, and heat for about 10-12 minutes, or until warm.