Add all of the dough ingredients (except the beaten egg) to a large bowl or a stand mixer fitted with a dough hook. Mix to incorporate and then knead until you have a soft, smooth dough.
Lightly grease a large bowl and place the dough in it. Cover the bowl with plastic wrap or a damp tea towel and let rise in a warm place for about an hour, or until the dough is almost doubled in size.
When the dough is ready, divide it into three equal pieces and roll each piece out into a 12” log. Place the three logs of dough parallel to each other on the work surface and pinch them together on one side. Braid the bread just as you would strands of hair: Move the right hand piece to the middle, then the left hand piece to the middle—and so on and so forth until all of the dough is braided. Pinch the ends together to seal them, and tuck them under the finished braided loaf.
Preheat the oven to 400°F. Place the loaf on a parchment-lined baking sheet. Cover loosely with plastic wrap and let the dough rise for 15 minutes.
Brush the top of the loaf with beaten egg and bake it for 30 minutes, or until lightly golden brown.
Remove from the oven and let cool slightly before serving.