Microwave milk and butter together until butter is melted. The mixture should be 100° - 110°F, or warm to the touch.
Pour milk-butter mixture into the dry ingredients, and add Egg.
Combine until the dough is soft and pulling away from sides of the bowl. If using a stand mixture start with the paddle attachment and finish with the dough hook. If, as you are kneading, the dough is more sticky than soft add more flour 1 tbsp at a time. Poke the dough, if it bounces back slowly it's ready.
Ball up the dough, place it in a lightly greased bowl, and cover with plastic wrap or a kitchen towel. Rest the dough for 5-8 hours, allowing the dough to rise and double in size.
Spice Filling
Combine the Nuts, Spices, Brown Sugar, and Butter to a crumble-like consistency.
Assembly and Baking
Roll dough out on a lightly floured surface into a rectangle about 12 by 16 inches.
Spread the spice and nut filling evenly over the dough.
Fold the dough into thirds horizontally, as you would a letter.
Place the folded dough in front of you as a verticle column.
Cut about 1-inch strips down the column. Should yield about 16 strips.
Take one strip of dough and hold one side in place. Using your dominant hand, roll the dough toward yourself. Let the dough twist into itself. Place on a parchment-lined baking sheet and repeat with remaining strips.
Loosely cover the twists with plastic wrap and rise in a warmish place. An oven with the light on should do the trick. The twists should double in size in about an hour.
If you did the rise in the oven, remove tray before setting the temperature to 350°F.
Once the oven is heated, bake until golden brown - about 17 minutes.
Remove from the oven and cool on a wire rack for about 10 minutes.