In a small bowl, combine the 1 pkg yeast and 1/4 cup warm water. Let it dissolve until foamy.
In a large bowl, combine the 1 egg, 3/4 cup warm milk, 1/4 cup soft butter, 1 tsp salt, and 3 cups of flour.
Beat on medium speed until smooth, about 1 minute.
Stir in more flour (1/4 to 3/4 cup) until a soft dough forms.
Turn onto a floured surface and knead until smooth and elastic, about 6-8 minutes.
Place in a greased bowl, turning the dough once to grease the top. Cover and let rise until double (about 1 hr). Tip: Place on a heating pad on low.
Punch down the dough and divide into 4 equal portions.
Roll 1 portion into a 12-inch circle. Place on a greased pizza pan and spread with 1/4 cup of Nutella or jam, leaving a 1/2 inch border.
Repeat 2 more times with dough and filling. Place the final 4th plain portion of dough on top.
Place a 2-3 inch round lid in the middle of the dough. Using a pizza cutter, make 16 equal cuts around the dough from the lid to the edge. Remove the lid.
Take 2 adjacent strips and rotate them outward (away from each other) for 2 complete turns. Pinch the ends together. Repeat with remaining strips to form 8 star points.
Cover and let rise about 30-40 minutes.
Bake at 375°F for 18-22 minutes until a nice gold brown. Keep an eye out for any dripping during the last 5-7 minutes.
Remove from oven and lightly brush with melted butter, careful to avoid areas with Nutella or jam.
Cool completely, then dust with powdered sugar.