- TO MAKE DOUGH: Place first 9 ingredients in bread machine in order listed.
- Program machine for dough cycle and press start. Check dough after first few minutes of first knead cycle and add more flour or water if necessary to form smooth, soft ball. At end of final cycle, transfer dough to lightly floured work surface; cover with towel and let rest 15 minutes.
- DO-AHEAD TIP:Dough can be made up to 1 day ahead. Store in resealable plastic freezer bag and refrigerate.
- TO FORM LOAF: Spray a heavy large baking sheet with vegetable oil spray.
- Gently shape dough into 18x10-inch rectangle. Place rectangle on prepared baking sheet. Using dough cutter, divide dough lengthwise into 3 equal strips, leaving strips attached at one end. Braid strips, securing strips at other end. Brush with some egg wash and allow dough to rise in warm draft-free area until almost doubled, about 35 minutes. Do not allow dough to over-rise or it will collapse during baking.
- Position rack in center of oven and preheat to 400º F. Brush egg wash over loaf again. Bake 15 minutes. Reduce heat to 375º F and continue baking until loaf sounds hollow when tapped on bottom, tenting bread loosely with foil if beginning to brown too much, about 25 minutes.
- TO BAKE BREAD IN MACHINE: Allow dough to rise and bake in bread machine to form square-shaped loaf. Or, remove dough from machine after it has been kneaded, quickly braid it and return it to machine for final rise and baking.
- DO-AHEAD TIP: Dough can be made and refrigerated up to 2 days ahead or frozen up to 3 months ahead. Store dough in gallon-size resealable plastic bag and refrigerate or freeze until ready to form and bake.