In large bowl, stir 2 cups of the flour, ⅓ cup granulated sugar, the salt and yeast.

In 1-quart saucepan, heat 1 cup milk and the butter until very warm (120°F to 130°F).

Add milk mixture and whole egg to flour mixture.

Beat with electric mixer on low speed 1 minute.

Beat on medium speed 1 minute, scraping bowl occasionally.

Stir in enough of the remaining 2 to 3 cups flour to make dough easy to handle.

On lightly floured surface, knead dough until smooth, about 5 minutes.

Cover with large bowl; let rest 10 minutes.

Line 2 large cookie sheets with cooking parchment paper.

Divide dough into 24 equal pieces.

Roll each piece into 12-inch rope.

Twist 2 ropes together; coil into circle with edge built up higher than center.

On cookie sheets, place pastries 3 inches apart.

Cover loosely with plastic wrap sprayed with cooking spray.

Refrigerate at least 8 hours or overnight.

About 2 hours before serving, remove pastries from refrigerator.

Let stand covered in warm place 1 hour or until almost doubled in size.

Heat oven to 350°F.

In small bowl, stir cream cheese, 1 tablespoon granulated sugar, 1 egg yolk, ⅛ to ¼ teaspoon rum extract and the nutmeg with spoon until smooth.

Gently shape each pastry with fingers to form 2-inch-wide indentation in center.

Brush dough with egg yolk–water mixture.

Spoon 1½ teaspoons cream cheese mixture into one side of each indentation; spoon 3 or 4 cherries into other side.

Bake 20 to 25 minutes or until golden brown.

Remove from cookie sheets to cooling racks; cool 30 minutes.

In small bowl, stir icing ingredients until smooth and thin enough to drizzle.

Drizzle icing over pastries.