Roll dough to a 10 x 6-inch rectangle. Beginning 1/2 inch down from top of rectangle, and using a sharp knife, cut dough lengthwise into 3 equal strips, leaving strips attached at the top. Braid strips, pinching ends together to seal, and tucking ends under.
Place dough on a baking sheet lightly coated with cooking spray. Coat a piece of plastic wrap with cooking spray; place over braid.
Let rise in a warm place (85), free from drafts, 1 hour or until doubled in size. (Press two fingers into dough. If indentation remains, the dough has risen enough.)
Preheat oven to 35
Brush egg over dough.
Sprinkle with sesame seeds.
Bake at 350 for 25 minutes or until golden.
Remove from baking sheet, and cool on a wire rack.