Heat milk to lukewarm. Add to bread-machine pan along with the egg, cornbread mix, flour, and yeast. Set on "Dough" cycle.
When complete, remove dough to floured surface. Roll into 15 x 8-inch rectangle.
Cut ¾-inch strips the short way. (See picture above.) Dip in butter, then cornmeal, if desired. Knock off excess cornmeal. Twist and lay onto greased cookie sheet or silicone mat. Don't crowd. I use two cookie sheets.
Cover twists and set in warm place to rise about 30 minutes.