In a bowl of standing mixer, mix water and yeast. Let sit for 10 minutes.
Add sugar, sour cream, butter, egg and vanilla extract. Mix until smooth.
Add flour and salt, and mix/knead with the dough hook until the dough become soft and smooth, about 8 minutes.
Cover the bowl with a tea towel and let sit in a warm place for an hour to rise.
When the dough is risen, move it to a lightly floured surface. Press to flatten the dough into a big rectangle.
Cut 1″ strips all the way down each long side of dough (the areas not covered with the filling) from the edge of the filling to the outer edge of the dough. Braid the bread by starting with the strips in each top corner, laying them over the filling and criss-crossing over each other. Continue down the entire braid. Tuck the last braid under the bread.
Carefully transfer the dough to a baking sheet lined with parchment paper. Cover and allow to rise for 30 minutes.
Mix the egg wash ingredients, and brush the dough with the mixture. Sprinkle sugar on top.
Bake at 350F for 25 to 35 minutes, until the loaf is golden brown.