In a large mixing bowl, warm the milk to about 110°F (43°C). Stir in the sugar and sprinkle the yeast over top. Let sit for 5-10 minutes until foamy. Whisk in the melted butter and egg. In a separate bowl, combine flour and salt. Gradually add the dry ingredients to the wet, mixing until a shaggy dough forms.

Turn the dough onto a floured surface and knead for 8-10 minutes until smooth and elastic. Place in a lightly oiled bowl, cover, and let rise in a warm place for 1-1.5 hours, or until doubled.

Mix softened butter, brown sugar, and cinnamon for the filling. Punch down the risen dough and roll into a 12x18 inch rectangle. Spread the filling evenly over the dough. Fold the dough in half lengthwise. Cut into 12 one-inch strips. Twist each strip, tie it into a knot, and place on a parchment-lined baking sheet.

Cover the knots and let them rise for another 30-45 minutes until puffy. Preheat oven to 375°F (190°C). Bake for 20-25 minutes, until golden brown.

While knots bake, whisk together powdered sugar, 1-2 tbsp milk, and vanilla extract for the glaze. Let the baked knots cool for a few minutes, then drizzle with the glaze and serve warm.