Heat milk until lukewarm. Transfer to a bowl and add the yeast. Let sit until foamy, about 10 minutes.
Meanwhile, in the bowl of your stand mixer fitted with a paddle attachment combine flour; sugar and salt.
Add cubed butter and process until the butter is fully incorporated into the dough. Stir in the orange or lemon zest, if using.
At this point, switch the paddle attachment for a dough hook. Pour the yeast mixture into the flour mixture and process until combined.
Lightly beat the egg with the vanilla extract in a small bowl and add to the dough.
Knead for 7-8 minutes until the dough is smooth, soft and elastic.
Cover with plastic wrap and place in a warm place until doubled in bulk, about 3 hours.
To shape
After the three hour rising period, use a kitchen scale to divide the dough into 12 roughly 80 gram balls.
Roll out each ball into a 12 inch rope. Fold the rope in half, then twist.
Place on a parchment paper covered baking sheet. Continue with the remaining dough, cover with a tea towel and let rise for one hour.
Bake
Preheat oven to 350 degrees F. Bake for 20 minutes until golden brown. Let cool slightly before dredging in sugar.
To serve
Use a pastry brush to lightly coat the top of each twist with milk or water. Dredge in granulated sugar. Enjoy!
Notes
Substitutions and Variations-Add the grated zest of one lemon or orange to the dough for extra flavor. -For a dairy free version, replace the milk with almond milk. -Add 1 tsp of cinnamon to the granulated sugar for dredging the baked sugar twists.Can the dough be prepared by hand?Yes it can! Place dry ingredients in a bowl; use your fingers or a pastry cutter to cut in the butter; stir in the yeast mixture, then the beaten egg and vanilla with a wooden spoon. Transfer the dough onto a lightly floured surface and knead for about 15 minutes until smooth and elastic.Can the dough be made ahead?Definitely! I have placed the proofed dough in the fridge overnight. Simply bring it back to room temperature (about 2 hours) before shaping into twists and proceed with this recipe as indicated.Can they be fried?You may opt to fry them if you prefer a more traditional dougnut like texture. Follow my instructions for frying cartocci (made with the same dough) here.StorageThese sugar twists are best enjoyed the day they are made for the best texture. However they will keep for a couple of days in a well sealed container at room temperature.