To make the dough: In a large bowl, whisk together the flour, salt, sugar, and yeast. In a separate large bowl, combine the melted butter, water, and milk. Add the egg and whisk to combine. Pour the wet ingredients into the dry. If you have a stand mixer, beat at medium speed with the beater blade for 1 minute. If you don't have a mixer, just stir-stir-stir with a big spoon or dough whisk until everything is combined — the dough will be wet and sticky. Cover the bowl with a tea towel or plastic wrap and let the dough rise in a warm spot for 1 1/2 to 2 hours, until doubled in bulk., To assemble: When the dough has risen, use a dough scraper or two forks to pull the dough from the edges of the bowl and press it down into the center, turning the bowl as you go until you’ve gone all the way around. Divide the dough in half and form each half into a 6” round. Let the dough rest for 20 minutes without touching it., Place a rack in the center of the oven and preheat it to 375°F. Generously sprinkle your work surface with flour. Grease a 9” x 5” loaf pan., Transfer one dough ball to the work surface and gently stretch it from the center out into an 8” x 11” oval or rectangle., Spread half of the jam over the rectangle. Starting from one short end of the oval/rectangle, roll the dough tightly into a coil. Repeat with the second round. Lay one rolled coil over the other to make a plus sign. Twist the ends around each other to create a spiral. Transfer the spiral to the prepared pan. Brush the top with egg wash; don't cover the pan., Let the dough rise in a warm, draft-free spot for 15 to 20 minutes, until it's crested the rim of the pan., Bake the bread for 45 minutes, until the top is golden brown and firm to the touch. Remove it from the oven and turn it out onto a cooling rack. Let it cool for 20 minutes before slicing., Store bread, well wrapped, at room temperature for several days; freeze for longer storage.