Put all ingredients except the egg in a bowl and bring together into a rough dough. Knead by hand for 10 minutes or in a stand mixer with a dough hook for about 6 minutes, or until you have a smooth elastic dough.
Place in an oiled bowl and allow to rise for about an hour or until doubled in size.
Turn the dough out, then divide into 4 or 6 equal balls (depending on which braid you want to do). Roll these into long sausages of the same length.
ROUND LOAF SHAPE (4 strands): Lay two strips vertical and two horizontal, so they cross in the center. Weave them over/under so they make a tiny tic-tac-toe pattern (or maybe just a tic-tac pattern?). Take one of each pair and cross it in a counter-clockwise "L" over the other (cross the legs). Now take the others and cross them clockwise in a backwards "L". Twist each pair together and gently tuck the twisted ends underneath so it is a beautiful round dome shape.
ROUND LOAF SHAPE (6 strands): Lay three strips vertical and three strips horizontal, so they all cross in the center. Weave over/under so they make a tic-tac-toe board in the center with the long ends all sticking out. Braid each set of three long ends together, so it makes a giant X-shape. Tuck all the braids underneath, and the tic-tac-toe board will be the top.
LONG LOAF SHAPE (6 strands): Press the dough strips all together at one end, then begin the plait. Starting on whichever side you feel like, take the outermost strand and place it under the next two, over the next one, then under the final two. Take the next outermost strand - always from the same side - and repeat. Repeat until all the strands are braided, and tuck the ends under to neaten them off.
Gently move the braided loaf to a cookie sheet and cover loosely with a clean kitchen towel or piece of plastic wrap. Leave the loaf to proof for about an hour.
Preheat the oven to 435 F when the loaf has about 15 minutes left on the rising time.
When the loaf has about doubled in size, lightly beat the egg with a pinch of salt and a tablespoon or two of water. Use a pastry brush to glaze the entire top of the loaf with the egg wash.
Bake for about 30 minutes or until perfectly bronzed and hollow-sounding when tapped on the bottom.