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1
In a large bowl, dissolve yeast in water.
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2
Blend in milk, salt, sugar, egg, and butter.
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3
Gradually beat in about 2 1/2 cups of the flour to make a soft dough.
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4
Turn dough out onto a floured board; knead until smooth and satiny (5 to 15 minutes), adding flour as need to prevent sticking.
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5
Place dough in a greased bowl; turn over to grease top.
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6
Cover and let rise in a warm place until doubled (1 to 1 1/2 hours) Meanwhile prepare cream cheese filling.
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7
Filling: In small bowl with electric mixer, beat cream cheese until fluffy.
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8
beat in 1/2 cup sugar, 1 egg, and teaspoon lemon peel and vanilla.
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9
Dough: Punch dough down; knead briefly on a lightly floured board to release air, and roll into a 10 by 15 inch rectangle.
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10
Plase on a lightly greased 14 by 17 inch baking sheet; mark dough to indicate 3 lengthwise sections.
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11
Spread filling in center 1/3 of dough.
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12
With a sharp knife, cut 10 diagonal strips in each of the 2 outer sections of dough, cutting in almost as far as the filling.
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13
(Cut each side pointing in the same direction) Pull up and overlap strips alternately over the filling until all strips are folded.
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14
If there is excess dough at the end, tuck it underneath loaf.
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15
Brush loaf with egg white mixture.
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16
Let rise, uncovered, in a warm place until almost doubled (about 30 minutes).
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17
Bake in a preheated 350 degree over for 25 to 30 minutes or until richly browned.
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18
Let cool on a rack.
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19
Prepare a glaze (Powdered sugar, milk, and vanilla) and dribble all over.