1. In a large bowl, or the bowl of your stand mixer mix together dry yeast, salt, 3/4 cup flour, and lemon zest.
2. In a medium, microwave safe bowl heat milk, sugar and butter to very warm (120° to 130°F). Add these to the dry ingredients and mix until moistened. Add the egg and vanilla and continue mixing until smooth. Add in 2 cups flour and mix until a soft dough forms. If needed, add the remaining 1/4 cup flour. The dough shouldn’t be sticky.
3. Using a dough hook, mix the dough for 6 minutes on medium-low speed. Alternately, you can knead the dough by hand for 6-7 minutes until smooth and elastic.
4. Cover the dough with a clean dish towel and allow it to rest for 10 minutes.
5. Meanwhile, in a clean bowl, mix together the cream cheese, lemon juice and powdered sugar until creamy and smooth. Set aside.
6. Once dough is done resting, roll it out on a lightly floured surface until it’s approximately 17×10 inches. Transfer the dough to a large baking sheet, lined with parchment paper.
7. Spread the cream cheese mixture down the middle of the dough, long-wise, creating a strip that’s approximately 4-inches in diameter. Using a knife, or kitchen shears, cut the dough into 1- inch strips on each of the dough, just to edge of the filling. Alternate from side to side, starting at the top, folding the strips on a slight angle across the filling, overlapping.
8. Cover and let rise in a warm, draft-free place 45 to 60 minutes or until doubled in size.
9. Preheat oven to 375°F.
10. Bake for 20 minutes, or until golden brown. Remove from the oven and allow to cool.

Glaze

1. In a medium bowl whisk together powdered sugar, lemon juice, and 1 tablespoon of milk until smooth. Drizzle on top of the braid.
2. Serve warm or at room temperature.