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1
To make the filling, place the walnut pieces in the work bowl of a food processor fitted with the steel blade.
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2
Pulse 5 or 6 times at 1-second intervals.
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3
Remove 1/4 cup of the chopped walnuts and set aside for finishing the braid.
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4
Continue to pulse the remaining walnuts until they are finely ground, but not pasty.
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5
Combine the milk, sugar, and butter in a heavy nonreactive saucepan and bring to a simmer over low heat.
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6
Add the ground walnuts and breadcrumbs and cook, stirring constantly, until the filling thickens, 1 to 2 minutes.
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7
Remove from the heat, add the vanilla and cinnamon, and scrape the filling into a bowl to cool.
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8
Lightly flour the work surface and the dough and roll the dough into a 1/2-inch square.
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9
Slide the dough onto the prepared cookie sheet, cover it with plastic wrap, and refrigerate it until the filling has cooled to room temperature.
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10
Remove the pan of dough from the refrigerator.
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11
Mark but dont cut the chilled dough into 3 sections, each 4 inches wide and 12 inches long.
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12
Slash through the 2 outermost sections diagonally downward at 1/2-inch intervals.
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13
Spread the cooled filling over the center (unslashed) section.
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14
Fold the slashes one at a time over the center filled section, alternating a strip of dough from first one side then the other.
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15
Cover with a dry towel or plastic wrap and allow the braid to rise at room temperature until the braid puffs slightly, up to 30 minutes.
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16
Meanwhile, set a rack in the middle level of the oven and preheat to 400 degrees.
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17
Paint the braid with the egg wash.
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18
Draw the brush against the rim of the bowl to remove excess wash, to avoid having the egg wash puddle under the braid.
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19
Sprinkle the braid with the reserved chopped walnuts.
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20
Bake the braid for about 20 minutes, until it is well risen and a deep golden color.
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21
Slide the braid, still on the paper, onto a rack to cool.
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22
To make the icing, combine all the ingredients in a small saucepan.
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23
Stir With a wooden spoon until smooth and place over low heat, stirring constantly, until the icing is warm, about 110 degrees.
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24
Drizzle the icing from the end of a metal spoon into the braid in an irregular pattern.
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25
Slide the braid off the paper onto a platter or cuttling board.
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26
VARIATIONS
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27
DANISH PECAN OR HAZELNUT BRAID: Substitute pecan pieces or toasted, skinned hazelnuts for the walnuts in the filling, above.
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28
DANISH POPPY-SEED BRAID: Substitute poppy-see filling (page 428), for the walnut filling, above Sprinkle the egg-washed braid with poppy seeds before baking.
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29
Omit the cinnamon from the icing.
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30
DANISH ALMOND BRAID: Use the filling for Brioche Suisse (page 395), with or without the raisins or currants, instead of the walnut filling, above.
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31
Sprinkle the egg-washed braid with sliced almonds.
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32
Omit the cinnamon from the icing.
