Add the warm water to a large mixing bowl. Sprinkle the yeast over it and let the mixture sit for a few minutes until foamy or thick.
Add the milk, egg, sugar and salt. Use a wooden spoon to combine.
In a large bowl add the flour, then the cubed butter. Using a pastry blender, cut the butter into the flour until the mixture looks like coarse crumbs, with bits of butter here and there. It is these bits that will give us the flaky pastry result, so make sure to not overwork here.
Pour this crumb mixture into the yeast mixture in the other bowl. Use a wooden spoon to combine, Do not overmix, Again, we want the butter to remain in bits here. Overmixing can yield a tough, non-flaky pastry. Cover the bowl with a plastic wrap and chill it in the fridge overnight.
The next day, take out the bowl of dough. Generously dust a clean surface with flour. Turn the dough over and pat into a rough square.
Using a rolling pin, roll the dough into a 15 inch square. Make sure to dust your surface well to prevent sticking.
Fold the dough in thirds to form a rough rectangle. Rotate the dough so that the short edge is closest to you. If needed, use a pastry scraper to lift the edges of the dough if they are sticking.
Roll the dough out into a rectangle that measures 10 x 22 inches. Again, fold this in thirds. If at anytime the dough starts to warm up and soften, pop it in the fridge to or freezer to chill for 5-10 minutes.
Next, Roll the dough out again into a 15 inch square.
Fold this in thirds.
Roll the dough to 10 x 22 inches rectangle once again, then fold this in thirds.
Cut the dough in half. This recipe makes 2 Danish braid. Store one portion in the fridge while you work with the other one.
On a floured surface, roll the dough into a 10 x 15 inch rectangle. Transfer the rectangle over a large parchment paper. On the center third along the length of the rectangle, spread half of the cream cheese filling. Spoon half of the fruit jam on top of the cream cheese.
Cut slanting lines that are about 1 inch thick along both sides of the rectangle going down along its length.
Fold one strip from both sides alternately towards the center to form a braid. Brush the tops with egg white. Sprinkle demerara sugar on top, followed by the sliced almonds.
Preheat the oven to 400 F. Let the braided pastry rest for 30 minutes. It will not double, but the dough will soften and puff a little. Bake the Danish braid for 25 minutes, or until the tops are golden and crisp. Repeat the process with the other half of the pastry and filling, whenever it fits your schedule within a week ( see note).