Divide the dough into 3 equal parts. Roll each bit out until it is a thick rope of around 25cm in length. Take the three ropes, pinch them together at the top and plait together. Tuck both ends under.
Place the plait on a large oven tray lined with baking paper. Brush over the egg. Bake for around 15-20 minutes, just until golden brown. Remove from the oven and allow to cool.
For the drizzle: mix the milk and vanilla together and add just as much icing sugar to make a thick (slow dripping) paste. Drizzle along the lines of the plaited loaf. Sprinkle with sliced almonds and slice. Enjoy!