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Make the cinnamon roll dough according to the recipe. Shape the dough into a ball, place it a large, greased bowl, cover with a clean kitchen towel and let it rise for an hour until it has doubled in size.
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Combine the sugar, brown sugar, cinnamon, rum and raisins (if using) and set aside.
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When the dough has doubled in size, line a baking sheet with parchment paper.
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Divide the dough into 3 even pieces. On a floured surface, roll out one portion of the dough into a 10½-inch circle. Place the dough on the prepared baking sheet. Spread half of the softened butter over the dough. Sprinkle half of the sugar mixture on top, using your fingers to spread it out evenly to cover the dough. Roll the second portion of dough into a 10½-inch circle and place it on top of the sugar layer. Spread the rest of the softened butter on the dough and spread the remaining sugar mixture on top. Roll out the last portion dough into a 10½-inch circle and place it on top of the sugar layer.
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Place a cup, about 3-inches in diameter, in the center of the circle. With a sharp knife, cut the dough into 16 pieces from the glass to the outer edge of the dough. It’s easiest if you first make four slices at the 12, 3, 6 and 9 o’clock positions around the the glass. Then cut each quarter section in half, and then in half again, so you end up with 16 slices of dough extending out away from the glass in the center.
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Take two of the strands of dough that are next to each other and twist them in opposite directions, flipping the strands over 180º three times each. Twist the strand on the left to the left and twist the strand on the right to the right. Then, pinch the ends of the two strands together, creating a pointed shape. This can get a little tricky because sometimes the dough doesn’t want to stick together. You can fold one side of the dough over the other and pinch firmly, or use a little beaten egg wash to help the ends stick.
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Move to the next two strands and repeat, twisting each in the opposite direction and then pinching the ends together. Continue all the way around the circle until all of the strands of dough have been twisted and pinched together. Brush the dough with the melted butter, allowing it to drip down into the nooks and crannies of the dough. Let it rise for 45 minutes and pre-heat the oven to 375ºF.
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After 45 minutes, re-pinch any ends of the dough that have risen apart and transfer the baking sheet to the 375ºF oven and bake for 20 to 23 minutes, until dough has puffed up and is light brown in color.
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Remove the baking sheet from oven and let the bread cool for 10 to 12 minutes while you make the glaze. Whisk the confectioners’ sugar, rum and milk together until smooth. Brush a layer of the glaze around the star bread while it is still warm and then go around and brush again with the glaze. Immediately sprinkle the chopped candied nuts on the glaze before it sets. Serve warm.