• Combine the water and yeast in the bowl of a stand mixer with the dough hook. A large mixing bowl works fine if kneading by hand. Let it sit until dissolved for about 5 minutes.
• Meanwhile, in a medium microwave-safe bowl, combine the milk, butter pieces, sugar, and salt and microwave for about a minute. Stir until everything melts. Let it cool to lukewarm (105-115℉/40-45℃), so it doesn't kill the yeast.
• Pour the butter mixture into the yeast mixture and stir until well combined. Whisk in the egg.
• Gradually add 3½ cups of flour and continue mixing the dough.
• If mixing by hand, place the dough on a lightly floured surface and knead for 6-8 minutes.
• Add in enough additional flour (if needed) to make a soft dough. Err on the side of caution with less flour rather than more.
• Place the dough in a greased bowl, and turn once to coat it in the oil. Cover with a clean cloth loosely and let it rise in a warm, draft-free area for 1½ to 2 hours, or until doubled in size. Then, punch the dough down.
• Prepare the Bundt or tube pan by spraying it thoroughly with baking spray or greasing it with softened butter. Set aside.
• Combine the brown sugar and cinnamon in a small bowl for rolling the dough balls. Set aside.
• Remove the dough from the bowl and place it on a board.
• Roll the dough out into a rough square. Then, cut the dough into 45-50 pieces with a sharp knife. Roll all of the pieces of dough into balls.
• Next, dip the balls in melted butter and roll them in the cinnamon sugar until completely covered. Place the balls in the prepared Bundt pan, staggering them to randomly build layers.
• Cover the cake pan with plastic wrap or a clean kitchen cloth. Let it rise in a warm place for 30-45 minutes or until it has doubled in size. The duration depends on external influences, so keep a close eye on it and be patient.
• Preheat oven to 350℉ (180℃). Bake for 30-35 minutes or until golden brown on top. Remove from the oven and let cool for 5 minutes before carefully inverting it onto a plate.

The Glaze

• While the bread cools, make the optional glaze. Whisk the powdered sugar, milk, and vanilla in a small bowl until smooth. Drizzle the glaze over the warm monkey bread and serve.