Dissolve yeast in water. Mix in 2 cups of the flour, butter, milk, sugar, salt and egg. Beat for 2 minutes. Add enough flour to make a stiff dough. Turn onto a floured board and knead until smooth. Put in a greased bowl, turn the dough over and cover with a clean cloth. Put bowl in a warm place with no drafts and let dough rise until doubled - about one hour.

Combine for filling. Punch dough down and roll into a 20" x 8" rectangle. Cut into four 20" x 2" strips. Spread filling on each strip and fold over lengthwise. Twist two strips together then twist double strips together and form in a circle on a greased cookie sheet. Cover with a clean cloth and let rise until doubled. Brush with beaten egg and sprinkle with chile powder. Bake at 350 Deg F for 40 minutes.