• In a small bowl, combine the sponge ingredients. Stir well to combine, loosely cover with plastic wrap, and set aside to proof for 10 to 15 minutes.
• In the bowl of your stand mixer combine the sponge, yogurt, butter, eggs, sugar, salt, and flavoring. Add 4 1/2 cups of flour and mix with the paddle attachment until the dough is a rough, shaggy mass. Switch to the dough hook and knead on speed 2 until a soft, smooth dough forms, about 5 to 6 minutes, adding more flour if needed to achieve the correct consistency.
• If you’re using a bread machine, combine all the dough ingredients in the pan and set the machine on the dough cycle. Be sure to check the dough as it kneads and adjust the flour or water as needed to achieve a soft, supple consistency. Let the cycle complete itself.
• If working by hand or stand mixer, place the kneaded dough in a lightly greased bowl, cover with plastic wrap, and allow to rise for 60 to 90 minutes, until quite puffy and nearly doubled.
• While the dough is rising, prepare the filling. Combine all the filling ingredients (except the lemon curd) in a small bowl, mixing until smooth and lump-free. Reserve the filling and lemon curd until ready to fill the braids.
• Gently deflate the dough and divide it in half. Cover half with plastic wrap and set it aside as you roll out the first piece into a 10″ x 15″ rectangle. Rolling on parchment paper makes moving the bread to the baking sheet much, much easier. Lightly press two lines down the dough lengthwise, to divide it into 3 equal sections. Spread half the cream cheese filling down the center section, and top with half the lemon curd, leaving 1″ free on all sides of the filling.
• To form the mock braid, cut 1″ crosswise strips down the length of the outside sections, making sure you have the same number of strips down each side. Beginning on the left, lift the top dough strip and gently bring it across the filling diagonally. Repeat on the other side with the top dough strip, so that the two strips crisscross each other. Continue down the entire braid, alternating strips to form the loaf. For a helpful visual of this process, see our video: How to make a filled braid.
• Repeat the rolling, filling, and braiding steps for the second piece of dough, using the remaining cream cheese filling and lemon curd. Set both loaves aside, lightly covered, to rise for 45 to 50 minutes, or until quite puffy
• Preheat the oven to 375°F. Brush the loaves with egg wash (one lightly beaten egg, 2 teaspoons water and a pinch of salt), and sprinkle with coarse sparkling sugar, if desired. Bake for 25 to 30 minutes, or until the loaves are golden brown. Remove from the oven and cool for 15 to 20 minutes before serving.
• Yield: 2 loaves.

Change the filling in this recipe by substituting your favorite jam or preserves for the lemon curd.Raspberry jam, strawberry preserves, and apricot jam are all delicious; feel free to choose your own special favorite, though.