In a small sauce pan, combine water, milk, and butter. Heat on low heat until butter is melted and mixture is lukewarm (warm to the touch, but not scalding about 100 Deg F). If liquid is too hot, set aside to cool.
In the bowl of your stand mixer, combine flour, sugar, yeast, and salt. Using your dough hook attachment, mix to combine.
Add cooled water/butter/milk mixture and mix on low speed to combine. Once combined, add egg, mixing to combine.
Turn speed up to medium and knead dough for 5-10 minutes or until the dough is soft but not sticky. You may need to add more flour as you go, depending on how humid your weather is. Add flour 1/4 cup at a time, allowing the dough to mix well in between.
Once your dough is smooth to the touch (it can be sticky but shouldn’t stick to your hands), place in a large greased bowl, cover and set in a warm location to allow dough to rise & almost double in size (about 1 hour).
Remove risen dough from the bowl and knead lightly on a floured surface.
Divide dough into 4 even balls, lightly flour and cover with a towel. Rest for 15 minutes.
In a separate bowl, combine sugars & cinnamon for filling.
Roll out dough balls, one at a time into 10” circles. Spread with melted butter & sprinkle cinnamon sugar filling mixture evenly across the surface. Be generous. Repeat with remaining dough balls, leaving the top plain.
Place a 3” circle (cookie cutter, bowl, upside down cup) in the center of the dough. Cut 16 equal slices around the circle, leaving the middle intact. Make sure to cut all the way through the 4 layers of dough.
Starting from the outside of the circle, selected two sections and twist twice, away from each other. The dough should end in a point on the outside of the circle. Repeat for remaining pairs.
Cover the star with plastic and allow to rise for 45 minutes or in the refrigerator overnight.
In the morning (if proofing overnight) remove cinnamon rolls from refrigerator and allow to come to room temperature for at least 1 hour. The star should rise slightly. Brush with melted butter and sprinkle with sugar before baking.
Preheat your oven to 350 Degrees F.
Bake Cinnamon Star for 20-25 Minutes or until the star is puffed and golden brown. Remove from oven and allow to cool.
Drizzle with vanilla glaze