Sprinkle yeast over warm water and let stand 10 minutes.
Add milk, egg, cinnamon, sugar and salt. Mix well.
Add the flour and work into a dough stiff enough to handle.
Place the dough on floured board and mash flat with hands.
Place butter, in pieces, on dough and fold dough to the center. Fold four
sides of dough to center six times, flattening each time. Refrigerate. The dough
may be used after chilling 2 hours or any time within the next 4 to 6 days.
Roll lightly; cut into strips and tie in knots.
Place on baking sheet and let rise in warm room.
Bake at 400 degrees F about 8 minutes.
Make a thin frosting of confectioners' sugar, milk and vanilla extract. Drip
over pastries while still hot.