Step 1

Line a baking sheet with parchment paper and set aside.

Step 2

Start by making the filling. You can do this a day or two ahead of time, and refrigerate. Heat the olive oil over medium-high heat, and stir in the onions along with a generous pinch of salt. Saute, stirring regularly, until the onions get brown and caramelized - twenty minutes or so. Remove from heat, allow to cool, and then stir in the cheese and 1/4 cup of the sesame seeds. Set aside or refrigerate until ready to use. If you’ve cooked your filling ahead of time and refrigerated it, bring it back to room temperature before filling your dough.

Step 3

To make the dough, combine 2 cups of the flour, the sugar, salt, and yeast in a medium bowl. Add the warm milk and stir just until you don’t see any more dry flour. Add the egg and butter, and stir until it is all incorporated. Add the rest of the flour (the remaining 2 1/2 cups) and stir until you have a nice, soft dough.

Step 4

Turn the dough out onto a lightly floured surface, and knead until a cohesive, not-too-sticky dough forms. Dust with more flour, a tablespoon at a time, if your dough is too wet or tacky. Sometimes I need up to 1/4 cup more flour at this point. Knead for five minutes or so. I like to hold my bench scraper in one hand at this stage, to scrape the dough from the counter when it sticks. When you’re done kneading, transfer the dough to a lightly oiled bowl, and cover with a clean towel or plastic wrap. Place in a cozy or sunny spot. Allow to rise and double in size - usually between an hour or two.

Step 5

Use your hand and gently press to deflate the dough. Turn out onto a floured surface, and roll the dough out into a rectangle roughly 12-inches wide and 16-inches long. Cut the dough lengthwise into strips 3-inches wide with a pizza cutter or knife. You’ll have four strips. Divide the filling into four equal portions (roughly 1/2 cup each), and spread a portion of it down just the center of each of the four strips, leaving the edges clear. Fold each strip in half and pinch to seal the filling in all the way down the length of each strip. At this point you should have 4 “tubes” of filled dough, and it’s time to braid!

Step 6

Quickly and assertively transfer the strips to your parchment lined baking sheet a couple inches apart. Ideally, they’ll be seam side down. Now, this part can get a bit crazy, don’t get flustered. If the strips stretch out, don’t panic. If they’re longer than the pan, don’t sweat it. Just keep going. You’re going to braid and coil the dough, so most of the mistakes you make don’t really matter! Pinch the four strands together at the top, and start to braid.

Step 7

Take a look at my sketch up above for more clarification, if needed. Take the left strand and move it over two strands (to the right) and under one strand back to the left. Switch to the other side: take the most right strand and lift it over two strands to the left and back under one strand to the right. Repeat, alternating from left side to right side until the loaf is complete. I find it easiest to say out loud, “over two under one, over two under one.” Pinch the ends together. Now, use your hands to coax the braid into a coil, like a snail shell. The fuller, top of the braid should be the center, and then keep wrapping around until you reach the end. Tuck the end under. It should be fairly snug. Cover loosely and allow to double in a cozy spot - usually 30 minutes to an hour. While you’re waiting, preheat your oven to 350F with a rack in the center.

Step 8

Last step is to glaze your bread! Whisk the egg yolk with 2 tablespoons of water. Brush the dough completely with the glaze and sprinkle with the remaining sesame seeds. Bake until the bread is beautifully golden, and cooked through, roughly 35-40 minutes. To be extra sure, I use a thermometer to make sure the dough in the center reaches about 190F, and then you know you’re a-ok. Transfer to a baking rack to cool. Enjoy!