To make the dough: Combine all of the dough ingredients, and mix and knead them together — by hand, mixer or bread machine — until you've made a soft, smooth dough. Allow the dough to rise, covered, for 45 minutes to 1 hour, or until it's puffy.

To make the filling: While the dough is rising, prepare the filling by mixing all of the ingredients together until smooth. Chill until ready to use.

To assemble the braid: Transfer the dough to a lightly oiled work surface, and divide it in half. Roll each half into a 12" x 8" rectangle. Spread half of the filling lengthwise down the center third of each rectangle. Cut 1" wide strips from each side of the filling out to the edges of the dough. Fold about an inch of dough at each end over the filling to contain it, then fold the strips, at an angle, across the filling, alternating from side to side.

Transfer the braids to 2 parchment-lined baking sheets. Allow the braids to rise, covered, for 1 to 1 1/2 hours, until puffy but not quite doubled.

Preheat the oven to 350°F.

Whisk together the egg yolk and water, and brush over the risen loaves. Sprinkle with sparkling sugar. Bake the braids for 35 to 40 minutes, or until golden brown. Remove from the oven and cool on a wire rack.

Bake the braids for 35 to 40 minutes, or until they're golden brown. Remove them from the oven and cool on a rack.

Store in the refrigerator for up to 3 days, or freeze for up to 3 months.