This recipe was given to me for my cookbook, Heirloom Kitchen, by Bea, an immigrant from Belgrade. After she makes a buttery dough, she expertly braids it over the creamy, dill and cheese filling. This recipe makes three, freezable danish. So, bake one for now and save the other two for a future appetizer or snack in less than an hour. —Anna Francese Gass
Mix the yeast, salt, and sugar into the warm milk and let stand for 10 minutes.
Combine the flours and butter in the bowl of a standing mixer with a paddle attachment. Add the egg and egg yolk, then the milk mixture. Mix until a soft dough just forms. Roll the dough into a large ball with your hands, place it in a covered bowl and refrigerate for 30 minutes.
While the dough is resting, make the filling.
For The Cheese Filling
Combine all the filling ingredients in a large mixing bowl and gently mix. Divide the mixture into 3 equal parts and set aside.
Assembling the Danish
Preheat the oven to 375 degrees F (190 degrees C). Remove the dough from the refrigerator and divide it into 3 equal parts. Place two back in the bowl and cover.
Roll the remaining dough into a 9x13 inch (23x33cm) rectangle. With the short end facing you, lightly score the dough vertically into three equal parts. Be careful not to cut through the dough.
Cut 1/2 inch (12mm) strips on a slant down each of the outer sections, leaving the middle section intact. Ensure you cut cleanly through the dough.
Spread one third of the filling down the center (uncut) section of the dough.
Bring the top left strip across the mixture, then overlap with the top right strip. Continue alternating sides to create a braid all the way down the center strip. Press the top and bottom pieces of dough firmly over the filling to seal the ends.
Brush the top of the dough with some egg wash and then sprinkle with some caraway seeds and salt.
Place the loaf on a parchment lined baking sheet and bake for 35 minutes until dark, golden brown. Remove from the oven and transfer to a cooling rack for 15 minutes before serving.