How to Make It
Place refrigerated dough on a lightly floured surface. Lightly flour top of dough; roll into a 19- x 12-inch rectangle. Using a pizza cutter, trim edges to form an 18- x 11-inch rectangle; discard scraps. Cut dough crosswise into 9 (11- x 1 1/4-inch) strips; reserve scraps for croissants (see Note). Place dough strips in a single layer on a parchment paper–lined baking sheet; cover with plastic wrap, and refrigerate 15 minutes.
Line an 8 1/2- x 4 1/2-inch loaf pan with parchment paper, leaving a 2-inch overhang on both long sides. Braid 3 dough strips, and roll braid into a ball. Repeat with remaining 6 dough strips for a total of 3 braided dough balls. Place dough balls in an evenly spaced line, seam sides down, in prepared pan. Proceed with recipe, or cover with plastic wrap and refrigerate up to 8 hours or overnight for deeper flavor.
Whisk together egg and milk in a small bowl. Brush top of loaf lightly with egg mixture. Reserve remaining egg mixture in refrigerator. To proof loaf, add 2 cups hot water to a small bowl, and place in a cold oven. Place loaf pan, uncovered, in oven with hot water. Close door, and let proof until loaf doubles in size, 2 hours and 30 minutes to 3 hours and 30 minutes. Remove loaf pan and water from oven, and let loaf stand at room temperature 30 minutes. Preheat oven to 425°F.
Lightly brush loaf with a second coat of egg mixture. Place loaf pan in preheated oven, and immediately decrease temperature to 375°F. Bake until a thermometer inserted in center of loaf registers 210°F, 45 to 55 minutes, tenting with aluminum foil after 35 minutes if needed to prevent excessive browning. Let loaf cool in pan 10 minutes. Using parchment paper as handles, lift loaf from pan, and transfer to a wire rack. Let cool completely, about 1 hour, before slicing.
If desired, cut dough scraps into 3 (11- x 3 1/3-inch) triangles for croissants. Cover and chill 15 minutes. Proceed with step 3 of Classic Croissants.