Mix all ingredients for filling until smooth.
Divide dough into two parts. Roll out to nine- x 15-inch rectangles. Working with one part of dough at a time, spread two tablespoons apricot jam onto dough. Place filling in a three-inch-wide strip lengthwise, down center of dough.
With sharp knife, cut slits on both sides of dough two-and-a-half-inches deep, leaving one inch between slits. Place strips at an angle across filling, alternating sides for braided effect. Make sure that each strip is covered by the next strip, so that dough stays in place while baking. Pinch both ends of braid to seal. Repeat with second part of dough.
Brush braids with beaten egg. Bake at 350 degrees Fahrenheit for 35 minutes, until golden. Sprinkle with confection sugar.
For mini braids, cut dough into smaller rectangles. Proceed as above.
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