Measure out the dry ingredients (flour, sugar, salt, yeast) into a large bowl and mix well.
Add the butter softened at room temperature and the egg yolks.
Mix all the ingredients together with wooden spoon until you get a crumbly mixture.
Warm the milk for about 15 seconds in the microwave, just enough to be luke warm.
Pour the milk into the dry ingredients and mix until well combined.
Shape into a ball, take it out of the bowl and knead the dough for about 8-10 minutes using a stand mixer with a paddle attachment or 15-20 minutes by hand.
Place the dough into a clean and oiled plastic bowl and cover with tea towel, lid or plastic shower cap (unused one).
Let the dough rise for about 45 minutes to 1 hour (it should double in size).In the meantime, prepare the filling by mixing the caster sugar with the cinnamon.
Add the softened butter and mix until combined and you get a soft paste. Keep at room temperature.
When the dough doubled in size, take it out of the bowl and divide into 4 equal parts. It's best to weigh the 4 parts to make sure that they are the same size.
Shape them into balls and cover with a plastic (or put them back under the plastic bowl)
Take the first ball and roll a large circle with a rolling pin.
Check the size of your largest baking sheet and aim for that size (I make mine about 30-40cm in diameter)
Line a large baking sheet with a baking/greaseproof parchment and place the first dough circle on the top.
Divide the cinnamon filling into 3 equal parts. Weigh them if you are not sure.
Spread 1/3 of the cinnamon filling on the first dough circle, making sure that the filling is evenly spread.
Repeat with the other balls of dough (roll them out, place them on the top of the previous layer and spread 1/3 of the cinnamon filling on top)
Roll out the final circle and just place it on the top of the last one (with the filling).
The last layer doesn't have any topping/filling.
Place a small glass or something similar in the center of the dough circle. - this is to prevent you from cutting right through the whole circle.
Using a sharp knife (or pizza tool) divide the circle into quarters first (remember to leave the center intact).
Then divide every quarter into 4 equal parts. At the end, you should have 16 equal parts.
Take 2 parts of the circle next to each other, lift them up gently and twist them twice around in the opposite direction, and lay them down. Pinch the two parts gently together.
Repeat with all pairs to form an eight-armed star (with double twists).
Cover very loosely with a plastic and leave to proof for another 20-30 min – until the star doubles in size (or slightly less than that)
Pre-heat your oven to 170 C (330F) or low-medium gas.
When your cinnamon star has nearly doubled in size, brush the surface with egg white before putting it into the oven.
Bake at 170C , for about 20-25 minutes until lightly golden.
Let cool a little bit, and enjoy!