• I use a small Pullman loaf pan that measures 9 x 4 x 4 inches. You can also use 9 x 5 inches loaf pan

Prepare tang zhong:

• Place milk and the bread flour in a small saucepan. Whisk until there is no more lumps. Cook this mixture over low-medium heat until it reaches 65 C (149 F).
  
• Remove from the heat and cover with a plastic wrap, touching the tangzhong so the skin won't form. You can use it on the same day once it has cool down, but I highly suggest using this the next day. It improves the taste of the bread. Store this in the fridge
  

Make the dough:

• Mix all the dry ingredients together in a mixing bowl. Make a well in the center and pour in the wet ingredients and the tang zhong you made earlier. Use a dough hook attachment to knead the dough on speed 2 until all the crumbly dough starts to come together into one mass, it may take about 2-3 minutes for this to happen. Don't be tempted to add any liquid.
• Continue to knead until the dough is relatively smooth. You need to stop and scrape the dough off the hook and the bowl several times during this process. I promise it's worth the effort!
  
• Once you have a relatively smooth dough, increase speed to 4. Gradually add in the softened butter a bit by a bit.  The dough will turn into a REAL sticky mess again because of the butter, just keep kneading and stop halfway and scrape the dough off the hook and bowl again and continue to knead until the butter is absorbed by the dough. IT WILL HAPPEN, don't worry! DO NOT be tempted to add any extra flour. You will get a shiny smooth dough that is very elastic. This may take about 10-15 minutes.
  
• The dough must pass a windowpane test, meaning, when you stretch a small amount of dough thinly, it won't break and a light can pass through. The dough is sticky to the touch, and that's normal
  

1st proofing:

• Place this dough in a lightly oiled large bowl, cover it with a clean and damp tea cloth or plastic wrap and let it rise at a warm place for about 1 hour until the dough doubles in volume. When you poke your finger into the dough, the indentation stays and the dough does not collapse
  

To bake the next day:

• If you don't plan to bake on the same day, deflate the dough and then round it up into a dough ball and keep in an air-tight container and put it in the coldest part of your fridge (not freezer) for up to 12 hours. I don't recommend any longer than that. Proceed to shaping

Toast the almonds:

• While waiting for proofing, toast the almonds on a dry pan over medium-low heat until lightly golden brown and smells really good. Remove from the heat and let them cool down completely

Prepare the frangipane:

• Beat the softened butter, salt, and sugar until creamy using a sturdy spatula. Add the egg yolk and almond extract and mixed until combined. Add the almond flour and combined into a very thick sticky paste. The frangipane is firmer for this recipe so it's easier to work with the dough later. This can be prepared ahead and store in an air-tight container in the fridge for about a week. They can be kept frozen for up to one month. Simply thaw overnight in the fridge or at room temperature until it is soft and spreadable again before using
  

Shaping:

• Lightly oil your loaf pan all over. You can also use a non-stick spray. Line the pan with parchment paper overhanging on both of the long side.
• If the dough is cold from the fridge, let it sit at room temperature for about 15-20 minutes and the proceed to shaping
• Deflate the dough and separate it into 2 equal-weight dough. Cover the dough with plastic wrap and let them rest for 5 minutes to relax the gluten
  
• Work with one dough at a time while keeping the other covered. Roll into a rectangle shape, roughtlyabout 8 x 10 inches. Spread half of the almond cream on the surface of the dough, edge to edge. Sprinkle about 3 Tbsp (17 grams) of the sliced almond evenly on top of it.
  
• Starting from the long side, roll the dough rightly into a log. Repeat with the other dough
  
• Place the two doughs as a cross
  
• Twist the two opposite ends to form an easy braid.
  
• Brush the dough with egg white wash all over and then sprinkle the rest of the sliced almonds and pearl sugar
  
• Carefully transfer the loaf to the pan, seam-side down. Gently press the dough down to fit evenly into the pan. Some almond slices may fall off, you can fix them back again by pressing them on some spots on the dough
  

2nd proofing:

• Cover the pan with the cling wrap and let the dough proof again for another 45 minutes to one hour (or longer depending on the temperature and the yeast you use) or until it is about 1 inch below the rim of the pan
  
• 15 minutes before the end of proofing, preheat oven to 350 F (180 C) for conventional oven. If you use a convection oven, lower the temperature by 20 F or 15 C.

Baking:

• Put the pan on the middle rack and let it bake for the next 25 minutes and then tent loosely with aluminum foil (shiny side up) and then bake for another 15-20 minutes or until golden brown or the internal temperature is 200 F (93 C)
  
• Remove from the oven and use an offset spatula or spatula to loosen the two short ends and remove the bread from the pan immediately by grabbing on the parchment paper and place it on a cooling rack. Gently peeling off the parchment paper from the side. Let the bread cool down completely before slicing, about 3-4 hours