With kitchen scissors or sharp knife, make 30 cuts about 3/4 inch apart on long sides of rectangle to about 1/4 inch of filling. Alternately cross strips over filling. Press ends together to seal. Coil braid into spiral shape (see photo). Gently slide ungreased cookie sheet under spiral, and move to center of cookie sheet. Carefully brush dough with beaten egg; sprinkle with sesame seed.