Begin by heating the milk until warm to the touch but not hot. Combine the milk and yeast together in the bowl of a stand mixer fitted with the dough hook and let rest for five minutes.
Meanwhile, mix together 3 tablespoons sugar and the zest of one orange using a spoon or your fingers until fragrant and add this, the salt, and two eggs into the milk/yeast mixture. Split the third egg; add the yolk to the mixture and set the egg white aside for later.
Begin adding in the flour first by one cup and then by half cups until a dough forms and pulls away from the side of the bowl.
While the mixer is on low speed, begin adding in the butter one tablespoon at a time. Once all the butter is added, continue mixing for five minutes.
Remove the dough from the bowl and let rest. At this point you could put the dough in the fridge to rest overnight or leave out to double in size before continuing.
Before the dough has doubled, prepare the filling by simmering the filling ingredients in a sauce pan until a jam forms. Remove the jam from the heat and let cool.
After the dough has doubled or rested overnight, divide it into two and roll each part out into a circle about 12 inches in diameter. Place the first circle onto a baking sheet lined with parchment paper, and spread the jam evenly over it. Then place the second layer on top to form a "sandwich."
Take a sharp knife and cut slices into the bread but leaving the center untouched so that there are 16 slices total. Then begin folding two pieces together like so: take a "ray" in each hand and fold them away from each other three times and pinch the ends together. Repeat this seven more times until all of the pieces are folded and you have eight points to the star.
Preheat the oven to 350 degree Fahrenheit and allow the dough to rest for 30 minutes.
Brush the star with the egg white combined with 1 tablespoon of water before placing in the oven to bake for 40-60 minutes or until golden brown on top.