While the jam is cooking make the dough.
Melt the butter and let it cool a bit. You don't want it to be hot.
Sift the flour and add the salt.
Combine the warm milk sugar and yeast. Let it sit for a few minutes till it foams up.
In a bowl of a stand mixer combine the yeast mixture, melted butter, and egg. With the hook attachment start mixing on med speed. Gradually start adding the flour, about a tablespoon at a time. Continue mixing till it becomes a smooth dough and it's not sticking to the sides. Take it out of the mixer and form a boll.
Lightly grease a bowl and transfer the dough into the bowl. Cover with a towel and let it rest and rise for about an hour. It should rise at least twice its size. If the room is cooler it will take longer to rise. *Note: To speed up the rising time you can fill up a smaller bowl with hot water and place it underneath the bowl with the dough. This way the steam will help the dough to rise. Once the dough has risen transfer to a floured surface and divide it into 8 equal parts. Roll each part into a ball and set it aside. Take one ball and roll into about 7"x5"(18x13cm) rectangular(see photos). Spread a thin layer of the jam on top. Roll from the longer side. Seal the edge and both ends so the jam doesn't come out. Then cut the roll starting about 1/2"(1cm) form the top and cut through all the way down. You should have an upsidedown V shape. With the inside of the roll facing you start placing one side over the other and then under, repeat till you have a twist(just make sure the inside is facing you the whole time, if not the jam will leak out). Seal both ends together. Now, start rolling from one of the ends creating a snail, tuck the end under, so it doesn't roll out when baking.
Place the braided rolls on a baking tray lined with parchment paper. Make sure to leave at least 2"(5cm) space between each. Cover the tray with a towel and let it rest for about an hour.
While the rolls are resting preheat the oven to 350F(180C).
After the resting time make the egg wash and brush them gently. Transfer them to the oven and bake for about 30min or till the tops are golden. Take them out and let them cool a bit before enjoying.
If you would like to store them for later, let them cool completely and keep in an airtight container at room temperature.