Grease cookie sheet. In large bowl dissolve yeast in warm water. Add 2 cups flour, sugar, salt, water, milk, butter and egg. With electric mixer, blend at low speed until moistened. Beat 2 minutes at medium speed. By hand, stir in remaining flour to form a soft dough. Cover and let rise in a warm place until light and doubled in size, 45 to 60 minutes.
To prepare filling, melt butter in saucepan and add remaining ingredients.
When dough has doubled in size stir down and place on a floured board. Knead until no longer sticky. Roll out to an 18x12-inch rectangle. Spread with filling, then cut lengthwise into three 18x4-inch strips. Beginning with the 18-inch side, roll up each strip. Seal edges and ends. On the prepared cookie sheet braid the three rolls together. cover and allow to rise until doubled, about 45 to 60 minutes. Bake at 350 F for 30 to 35 minutes, or until golden brown. Serve warm or cool.
Note: To make 2 small loaves, cut the 3 filled rolls in half crosswise before braiding. Braid each set of rolls separately on greased cookie sheet; bake as directed.
Colorado Cache Cookbook (1978) From the collection of Jim Vorheis