Prepare the ingredients: Weigh all your ingredients. Cut the butter into cubes. Heat the milk in the microwave or on the stove until warm to the touch, about 105°F (41°C).
Prepare the dough: In the bowl of a stand mixer, pour the warm milk, flour, yeast, one egg, sugar, salt and sour cream. Begin mixing the ingredients with the dough hook at low speed. Add the butter cubes one at a time and mix the dough for about 3 minutes, until the dough forms and the butter is well combined. *If you don't have a stand mixer, mix the ingredients in a large bowl using a wooden or silicone spatula.*
Knead the dough: Set the speed of the stand mixer to medium, knead the dough for 4-5 minutes until the dough becomes soft and smooth, and sticks to the dough hook. The dough should not stick to your fingers when touched. If the dough is too sticky, add a little more flour. *If you are working by hand, transfer the dough to a lightly floured surface and knead the dough with your hands until you reach the desired texture.*
1st Rise: Shape the dough into a ball and place in a greased bowl. Cover with kitchen towel or plastic wrap. Allow to rise for 1-1.5 hours or until doubled in size.
Prepare the filling: At the end of the rising time, chop the hazelnuts until very fine using a nut chopper or blender. Line a large baking sheet with parchment paper. For other filling options, see the recipe note below.
Punch down the dough to release gas, Divide the dough into 5 equal pieces. You need to be precise, so using the kitchen scale is helpful at this stage. Weight the amount of the total dough and divide it into 5. In my case, the total weight of the dough is 32.5 ounces (925 grams), so each piece should weigh 6.5 ounces (185 grams). Shape each piece into a ball. Cover and let it rest for 10 minutes. (This will make it easier to roll it out.)
Fill the bread: Roll each ball into a 10-inch (25 cm) circle. (You can use your hands to form the circle, if you can't use a rolling pin.) Place the first circle on the lined baking sheet. Using an icing spatula, brush the top of the circle with 2 tablespoons of Nutella and then sprinkle with hazelnuts. Lay out the next circle layer, stretch it slightly if it's shrunk to make it evenly sized and fill in the top. Continue with the remaining circles. Does not fill in the top of the last circle. Pinch the edges of the circles to seal them together.
Shape the star bread: Place a 3-inch (8 cm) round cup in the center of the stacked dough and press down lightly. Take a sharp knife or pizza cutter, cut the outer edges into 16 equal strips, but don't cut in the center. Using the fingers of both hands, take two strips and twist them away from each other 3 times and press the two ends together. Repeat until all strips are twisted and formed into an 8-pointed star.
2nd Rise: Cover the Star Bread with a kitchen towel or plastic wrap. Let rise for 20 minutes until puffed.
Preheat your oven to 320°F (320°C).
Egg wash: Using a pastry brush, lightly brush the top of star bread with beaten egg.
Bake: Bake for 25-30 minutes until golden brown. Cover with aluminum foil if you notice that your bread is going brown quickly after 10 minutes from the start of baking.
Remove the bread from the oven and let it cool for 5-10 minutes. Dust the top with confectioners sugar and enjoy it warm.