Can I do one big loaf? Maybe braided like a challah?

Read through the comments to the recipe...some people have already made it as challah.
Also, if you're worried about structure, you can BOTH braid the dough AND place it in a baking pan for second sides and baking.

Yes that should work, provided however . . . . . if making this as a single loaf, I would *only* do it as a braid, as the dough most likely will not have the structure for any other shaping. I'd do at least 6 strands. Let us know how it turns out, please. (I might try it myself!) ;o)