Add the ingredients listed to your bread machine. Run on the dough cycle.
In the meantime, mix the filling ingredients together. Set aside.
After the dough has risen, roll it out into a large rectangle. Spread the filling all over the dough.
Fold the bottom over to the third of the way up and the top over the first fold. Cut into 1-inch pieces.
Hold the end and twist. Place on a parchment lined baking sheet and let the twists rise for 30 minutes. At this point, you can cover them with plastic wrap and keep them in the fridge overnight.
Preheat the oven to 350 degrees. Bake for 15 to 25 minutes.
Let cool slightly. Whisk the sugar, water, and vanilla until smooth. Drizzle the glaze over the twists.