Heat the milk and butter in a small pot until just melted, then pour into a mixing bowl and let cool for 10–15 minutes. Stir in the sourdough starter, then add the egg, sugar, flour, and salt, mixing until fully combined with no dry bits remaining. Scrape down the sides of the bowl, cover, and let rest for 30 minutes.
After the 30-minute rest, transfer the dough to your countertop and knead by stretching it away with the heel of your hand, then folding it back over itself. Continue for 8-10 minutes until the dough becomes smooth, elastic, and slightly tacky but not sticky, using a bench scraper as needed to manage it. Return the dough to the bowl, cover, and let rest for another 30 minutes.
Perform 1–2 sets of stretch and folds, spaced 30 to 60 minutes apart, by gently stretching one side of the dough up and folding it over itself, rotating the bowl and repeating on all four sides. After completing the sets, cover and let the dough bulk ferment at room temperature for 8–12 hours.
Once the dough has doubled, looks bubbly, and jiggles slightly, prepare the filling by mixing sugar, softened butter, orange zest, vanilla bean paste, and flour. Turn the dough onto a floured surface, roll into a rectangle and spread the filling over the bottom half. Fold the top half over and press the edges to seal.
Next, we are going to divide the dough into 12 equal strips and shape into twists. Use a bench scraper to divide the dough into 4 equal pieces, then cut each piece into 3 strips, for a total of 12 strips. Take one strip and gently pull it to lengthen, then twist the ends in opposite directions. To shape the twist into a roll, take one end and twist it around itself in a circular shape, tucking the last end neatly underneath to secure it. Take your twist and place them equally spaced on your sheet pan. Cover with plastic wrap and let rise in a warm spot for 1-3 hours, until they’re soft, puffy, and airy to the touch.
Preheat oven to 350°F (180℃). Remove the plastic wrap and bake for 20-25 minutes, until golden brown and internal temperature reads 205-210°F (96-98℃). Once they’re done, let them cool for at least 15-20 minutes before adding glaze.
Combine powdered sugar, vanilla bean paste and orange juice and mix well. Add more or less orange juice depending on how thick you would like your glaze. Drizzle over cooled down twists and enjoy!