In a small bowl dissolve the yeast in warm water and let stand for about 5 minutes, or until foamy. In a large bowl, combine milk, butter, sugar, egg, and salt. Add the yeast mixture and 3 cups of the flour. Use a wooden spoon to stir the ingredients until everything is incorporated.
Add enough of the remaining flour just until the mixture is cleaning the sides of the bowl and is gathered in the center, forming a soft dough.
Turn dough over onto a floured surface and knead for 6-8 minutes, until the dough is smooth and elastic. Place dough in a bowl, cover it with a clean towel and let rise n a warm place for 1 hour.
Punch the dough down. Divide it into 4 equal portions. On a floured board, roll one portion into an 11-inch circle and place it on a 14-inch pizza pan that is lined with parchment paper. Spread 1/3 of the almond filling to the surface of the circle but leave about an inch of border on the edges. Roll a second portion into an 11-inch circle and place it on top of the first circle, covering the almond filling. Repeat the steps by spreading 1/3 of the almond filling again, topping it with another circle, spreading all the remaining filling and finishing everything with a bare circle of dough (the fourth one) on top. You can pass the rolling pin a few times to even the edges of the circles.
Place a 2 and 1/2 inch cutter on the center of the circle. Do not press it down. cut 16 equal strips starting from the cutter down to the edge of the circle. remove the cutter. Now using your fingers, grab two adjacent strips and rotate them twice away from each other's direction, then pinch the edges together.
Cover the star dough loosely with plastic wrap or a clean kitchen towel. Let rise for about 30 minutes, until puffy. Preheat oven to 375 F. Bake for 18-22 minutes or until the surface is lightly golden. Brush bread with melted butter and then sprinkle with sugar, if desired.