3cups plus 2 tablespoonsall-purpose flour(463 grams)
1largeegg beaten with 1 tablespoon water
Lemon curd
3largeegg yolks
½cupgranulated sugar(100 grams)
⅓cuplemon juice(83 ml)
1teaspoonlemon zest
3tablespoons butter, cut into small chunks
Cream cheese filling
4ouncescream cheese, softened at room temperature
¼cupGreek yogurt(57 grams)
¼cupgranulated sugar(50 grams)
2teaspoonslemon juice
3tablespoonsall-purpose flour(28 grams)
Lemon syrup
¼cupsugar(50 grams)
¼cupwater(50 ml)
1teaspoonlemon juice
Instructions
Make the tangzhong. Combine water with milk and all-purpose flour in a medium pot over low heat. Whisk constantly until it resembles a thick paste. Remove from heat and cool completely.
Combine warm milk with sugar and active dry yeast. Let sit for 10 minutes or until the mixture is foamy.
Combine yeast mixture with eggs, softened butter, vanilla, and tangzhong in the bowl of a stand mixer. Add flour and salt and mix until a dough forms. Transfer dough to a clean bowl, cover, and let rise in a warm place until doubled in size, about 1 hour.
Meanwhile, make the lemon curd. Whisk together egg yolks, sugar, lemon juice, and lemon zest in a medium pot until well combined. Heat over low heat, stirring constantly until mixture becomes thick, about 10-15 minutes. Remove from heat and add butter, mixing until butter is melted. Strain curd through a fine mesh strainer. Let cool completely.
Prepare the cream cheese filling. Beat together cream cheese with Greek yogurt, sugar, lemon juice, and all-purpose flour. Set aside.
Punch down the dough. Dust a clean work counter with flour and transfer the dough to the counter. Roll it into a 12x16 inch rectangle. Use a bench scraper and divide the dough into three sections, making sure to not actually cut the dough. Spread the cream cheese filling in the center of the dough, followed by the lemon curd.
Using a sharp knife, cut 1-inch wide strips diagonally on each of the outside sections. Make sure you have the same number of strips on each side. Start with the left side and lay the top strip across the filling diagonally. Cross over the strip with a strip on the right side. Repeat until all of the strips are crisscrossed one another in the center. Lightly cover the bread with plastic wrap and let rise for 45 minutes.
Preheat oven to 350 degrees F.
Brush the bread with the egg-water mixture. Bake for 25-30 minutes or until golden brown. Remove from the oven and let rest for 10 minutes.
While the bread is baking, make lemon syrup. Bring sugar, water, and lemon juice to a boil over medium heat. Simmer until sugar has dissolved. Cool the lemon syrup and brush on the bread.
Notes
The lemon curd and cream cheese filling can be prepared the day before. You can also use storebought lemon curd instead.