*Place frozen bread on a greased baking sheet. Cover with sprayed plastic wrap. Thaw for 5 hours at room temperature or in the refrigerator overnight. When ready to make, preheat oven to 350 degrees Fahrenheit.
Roll dough into a large rectangle about 12-inches wide by 20-inches long, and 1/4-inch thin. Use a pizza cutter to cut the dough in half length-wise.
Mix the cream cheese and sugar together in a bowl. Spread a thin layer of the cream cheese mixture on each strip of dough, leaving 1/2-inch uncovered on one of the long edges of each strip of dough. Then spread a thin layer of raspberry preserves over the cream cheese layer.
Roll each piece of dough “jelly-roll style” into a long, skinny log, pinching the seam of the dough together the best you can. (It gets messy!) Carefully pick up the dough, one piece at a time, and wind/zig-zag it seam-side down into a 9×5-inch bread pan that has been lined with parchment paper.
Whisk the egg in a bowl and brush it over the top of the bread. Then fill in the folds with additional raspberry preserves.
Bake at 350 degrees Fahrenheit for 30 to 35 minutes until the top is brown and the dough is cooked in the folds. Cover with foil if it browns too quickly. Serve warm with additional raspberry preserves if desired. (Looks the best if kept in the pan.) Enjoy!