Roll out the first piece of dough into a circle about 11 inches in diameter. Transfer to a piece of parchment paper To easily do this, flour the dough and fold it twice, forming a triangle. Then lift and transfer the dough to the parchment and unfold. Once on the parchment paper, use rolling pin to roll it back out to 11-inches.
Spread melted butter onto the surface of the dough, leaving a 1-inch border around the edges. Sprinkle on half of the cinnamon sugar filling, maintaining the 1-inch border around the edge. If adding the optional apple and pecans, sprinkle on half of the chopped apples and half of the chopped pecans. Set the parchment and dough aside.
Roll out 2nd piece of dough to 11-inches around. Place it on top of the first layer and stretch the dough to meet up with the edges. Press the edges together, sealing the dough. Brush the top of the second layer with melted butter, leaving a 1-inch border. Sprinkle the remaining cinnamon sugar mixture and optional apples and pecans on top. Slide parchment aside.
Roll out 3rd piece of dough to 11-inches around. Place it on top of the second layer and stretch the dough to meet up with the edges. Press the edges together, sealing the dough.
Place a 3-inch round cookie cutter or small mason jar in the center of the dough. Using a pastry cutter or sharp knife, cut the dough into quarters. Cut each of those in half and cut each of those in half again - creating 16 total equal strips of dough, connected at the center.
Remove the cookie cutter or jar from the center of the dough. Take two pieces of dough, side by side, and twist them 3 times in opposite directions from each other. Pinch the ends together, sealing the dough. Repeat all the way around until you have an 8-pointed star.
Slide the parchment with the dough onto a rimmed baking sheet. Cover with plastic wrap and let rise until puffy, about 30-45 minutes. Preheat the oven to 375°F while it's rising.