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1
The day before baking the twist: pour the milk in a small saucepan and place the pan over medium heat. When bubbles begin to form around the edges and the milk steams, remove it from the heat and let it cool to lukewarm. Measure 1/4 cup lukewarm water into the bowl of a stand mixer fitted with a dough hook, or a large mixing bowl; sprinkle in the yeast; stir to dissolve.
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2
Add the lukewarm milk, sugar, salt, eggs, and 1 cup flour, and blend. Mix in the butter. Beat in 2 cups of flour until the mixture is smooth. Add enough remaining flour to make a very soft dough. Knead in the mixer with the dough hook, or turn dough out onto a work surface dusted with flour and knead 3 to 4 minutes to until dough is soft and velvety and little blisters appear just under the surface. Put into large well-greased bowl; turn dough over to bring greased side up. Cover with plastic wrap and refrigerate overnight.
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3
The next day: punch the dough down (it will be quite stiff from chilling); let rise again, this time at room temperature, 60 to 90 minutes or until almost doubled. Meanwhile, proceed with the instructions for the filling.
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4
While the dough rises, prepare the cherry almond filling: put the cherries, rum, and 1/4 cup water in a small sauce pan. Bring to a simmer, cook for 2 minutes, then remove from the heat and let cool.
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5
In a food processor, pulse the egg whites until foamy; crumble in the almond paste. Pulse until all the lumps are blended in. Add 2 tablespoons sugar and the butter. Set aside.
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6
Heat the oven to 350 degrees, and line a baking sheet with parchment paper. Turn the dough out onto a lightly floured work surface. Cut into 2 equal pieces (4 pieces if you're making 2 twists). Roll each piece out to a 6x15-inch rectangle. Spread each rectangle with half the almond-paste mixture; dot each with half the cherries (drained of the cooking syrup). Roll each piece up from the long side, jelly-roll fashion. Pinch the edges well to seal the seam to help keep the filling inside the dough. Put the two filled rolls side by side, seams down; twist one roll over the other forming a fat rope shape. Pinch the ends of the twist to seal, and tuck under any unsightly parts!
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7
Place the twist on the prepared baking sheet. Beat the egg yolk with 2 tablespoons water; brush this on top of the twist. Scatter the almonds over the twist; sprinkle with sugar. Cover; let rise until almost doubled in bulk, about 40 minutes. Bake until browned and cooked through, 25 to 30 minutes, rotating the pan 180-degrees halfway through. Remove from the oven and transfer to a wire rack. Let cool before eating, if you have the inner strength.
