In a large mixer bowl, dissolve yeast in 1/4 cup warm water. Add 2 cups flour, sugar, salt, milk, butter, egg and remaining water; beat 2 minutes at medium speed. By hand, gradually stir in enough remaining flour to make a soft dough. Knead on floured surface until smooth and elastic, about 6 to 8 minutes. Place in greased bowl, turning once to grease top. Cover; let rise in warm place until double, about 1 hour.
Punch down dough. Roll into a 16 x 12-inch rectangle. Brush with melted butter; combine brown sugar and cinnamon and sprinkle over dough. Let dough rest for 6 minutes. Cut lengthwise into three 16 x 4-inch strips. Cut each strip into sixteen 4-inch x 1-inch pieces. Twist and place on greased baking sheets. Cover and let rise until doubled, about 30 minutes. Bake at 350 °F. for 15 minutes or until golden.