In a bowl, mix everything together except the egg. Mix until dough comes together. If the dough is too dry, add a little bit of milk or water. If it is too soft, add a little bit of flour.
Gently knead the dough together until it forms a rough ball. Cover with cling wrap and a towel and let it proof for 2 hours.
After 2 hours, dough should have doubled in size. Cut in half, keep 1 half covered while working with the other half.
Roll using a rolling pin to a rectangle. Spread the olive jam all over the rectangle leaving around 2 cm from the edges.
Roll the dough into a tight log. Carefully slice down the center of the log using a knife.
You should be left with 2 parts of dough. Now pinch the 2 top parts together, then start twisting them around each other until you get to the bottom. Pinch the bottom and top of the twisted log together to secure the loaf.
Grease a loaf tin with vegetable oil and lift your braided loaf into the center of the tin. Cover and let it proof for 45 mins to 1 hour.
Preheat your oven to 190°C and bake the loaf for 35-40 mins until golden brown.Optional: Brush the bread with egg wash using a brush BEFORE baking.
Allow to cool before slicing and enjoy! Better served hot.