Preparation
Make the dough
In a small saucepan, heat the milk, butter, and sugar over medium-low heat until the butter has melted and sugar has dissolved (the mixture shouldn’t simmer). Transfer the warm milk mixture to a large bowl, and let cool to 110°F.
Sprinkle the yeast over the milk mixture, and whisk to combine. Add 2 of the eggs, the egg yolk, and vanilla, and whisk to combine.
In a separate medium bowl, whisk together the flour, cardamom, and salt. Add the flour mixture to the milk mixture, and stir using a spatula until a dough forms.
Turn the dough out onto a floured surface, and knead until a smooth dough forms, about 2 minutes. Transfer the dough to a bowl greased with butter, cover with plastic wrap, and let rise in a warm, draft-free place until double in size, about 1 hour.
Make the filling
In a medium bowl, mix the cream cheese, egg yolk, confectioners sugar, and lemon zest until combined.
Shape and fill the dough
When the dough is ready, punch the air out, and place on a sheet of parchment paper. Place another sheet of parchment paper on top. Roll to a 16×12-inch rectangle. Spread the cream cheese filling 4 inches wide lengthwise down the center of the dough, leaving a 1-inch unfilled border on both ends. Top with the apricot preserves.
Cut the dough on either side of the filling into 1-inch-wide diagonal strips about 4 inches long. Braid the strips by alternately folding a piece of dough from each side over the filling. Fold the ends on either side under to seal. Cover with a piece of parchment paper, and let rise again 30 minutes.
Meanwhile, preheat the oven to 350°F. Whisk the remaining egg with 1 Tbs. water. Brush over the dough, and sprinkle with the sliced almonds.
Bake until golden brown and puffed, 30 to 35 minutes. Let cool 30 minutes before slicing and serving.
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