Dissolve yeast in warm water until foamy. In another bowl, combine milk, egg, butter, sugar and salt; add yeast mixture and 3 cups flour. Beat on medium speed until smooth with a dough hook, about 1 minute. Stir in enough remaining flour to form a soft dough.Continue to knead in the machine until smooth and elastic, about 6-8 minutes.Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1 hour.
Punch down dough. Turn onto a lightly floured surface; divide into 4 portions. Roll 1 portion into a 12-in. circle. Place on a greased 14-in. pizza pan lined with parchment paper.Spread with one-third of the blueberry jam to within ½ in. of edge. Repeat twice, layering dough and jam, and ending with final portion of dough.Place a 2-½-in. round cutter on top of the dough in center of circle (do not press down). With a sharp knife or pizza cutter, make 16 evenly spaced cuts from round cutter to edge of dough, forming a starburst.
Remove cutter; grasp 2 adjacent strips and rotate twice outward. Pinch ends together. Repeat with remaining strips.Cover and let rise until almost doubled, about 30 minutes. Preheat oven to 375°. Bake until golden brown, 18-22 minutes. (Watch during final 5 minutes for any dripping.) Remove from oven; brush with melted butter, avoiding areas where jam is visible.
Cool completely on a wire rack. Dust with confectioners' sugar.
This bread is inspired / adapted by Taste of Home's Christmas Star Twisted Bread.**** When printing the recipe, please unselect the camera so that the pictures are NOT printed with the recipe (if preferred).