Combine sugar, milk, water and yeast and let rest until it becomes bubbly.

Once bubbly add the balance of the ingredients and mix and knead them together until you've made a soft, smooth dough.

Place dough in a greased bowl, turn over, and cover with a moist towel.

Allow the dough to rise, covered, for 45 minutes to 1 hour, or until it's puffy (though not necessarily doubled in bulk).

While the dough is rising, prepare the filling by mixing all of the ingredients together until smooth.

Transfer the dough to a lightly floured board, punch down and let it rest for 5 minutes.

Roll the dough out into a 16 x 12-inch rectangle.

Transfer rolled dough to baking pan spread with parchment paper.

Spread the filling lengthwise down the center third of the rectangle.

Cut 1 to 3-inch-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.

Allow the braids to rise, covered, for 1 to 1 1/2 hours, till almost doubled in size.

Brush with a glaze made from 1 egg yolk beaten with 1 tablespoon water.

Bake the braids in a preheated 350°F oven for 35 to 40 minutes, or until golden brown.

Remove from the oven, and cool on a wire rack.