Combine the warmed milk, yeast and sugar in a bowl and give it a stir. Let it sit for 5 minutes, until the yeast is bubbly and active.
In a stand mixer bowl fitted with a dough hook attachment, add in the flour and sea salt.
Add in the yeast mixture, vegetable oil and vanilla extract and knead until the dough is soft and shiny, about 5 minutes.
Transfer the dough to a lightly greased bowl and cover with a damp towel or plastic wrap.
Leave it to rest in a warm location, until doubled in size, about 1 hour.
Divide the dough into 4 equal balls.
On a large work surface, with a rolling pin, roll each dough ball out into an 8-9" circle.
Place the rolled out dough onto a piece of parchment paper and transfer to a large baking sheet.
Add 2 tablespoon of Matcha Hazelnut Spread to the dough and use an offset spatula to spread it over the surface, leaving about 1" border from the edge.
Place another rolled out dough over top and repeat with spreading the Matcha Hazelnut Spread, leaving the top layer blank.
Use a round 1.5" lid to make an imprint in the centre of the dough. (This acts as a guide).
Use a sharp bench scraper to make 4 cuts (North, South, East, and West), working from the exterior of the centre imprint.
Then, make 3 additional cuts in each quarter so you end up with 12 pieces total.
Take two pieces of dough and twist twice opposite of each other, and pinch the ends together.
Repeat until all the dough sections have been twisted.
Cover with plastic wrap and leave in a warm location, until the bread is puffy.
Meanwhile, preheat oven to 350°F/177°C.
Bake the Matcha Star Bread at 350°F/177°C for 17-20 minutes, until lightly golden. If the bread is browning too quickly, cover with aluminum foil halfway through.
Transfer the star bread to a wire rack to cool.