Dissolve yeast in warm water until foamy. In another bowl, combine milk, egg, butter, sugar and salt; add yeast mixture and 3 cups flour. Beat on medium speed until smooth, about 1 minute. Stir in enough remaining flour to form a soft dough., Turn onto a floured surface; knead until smooth and elastic, 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1 hour., Punch down dough. Turn onto a lightly floured surface; divide into 4 portions. Roll 1 portion into a 12-in. circle. Place on a greased 14-in. pizza pan. Spread with one-third of the jam to within 1/2 in. of edge. Repeat twice, layering dough and jam, and ending with final portion of dough., Place a 2-1/2-in. round cutter on top of the dough in center of circle (do not press down). With a sharp knife, make 16 evenly spaced cuts from round cutter to edge of dough, forming a starburst. Remove cutter; grasp 2 adjacent strips and rotate twice outward. Pinch ends together. Repeat with remaining strips., Cover and let rise until almost doubled, about 30 minutes. Preheat oven to 375°. Bake until golden brown, 18-22 minutes. (Watch during final 5 minutes for any dripping.) Remove from oven; brush with melted butter, avoiding areas where jam is visible. Cool completely on a wire rack. Dust with confectioners' sugar.