Bread shaping as an art form has a long history. Some types of dough lend themselves well to particular shapes. For instance, a high fat mixture like a brioche can be shaped or braided easily, while a sticky variety is better suited to something simpler.
Apart from braiding bread into a variety of shapes you can simply use the twisted method. No different than making a cinnamon twist but with a bit more prep work involved.
The filling is where you can let your personal imagination and creativity take over. I chose to make some mango filling for ours but any choice that appeals to you works. A note worth mentioning about filling though is that filled strands need more care during handling and twisting as they are prone to tearing.
The question to egg wash or not to egg wash? The main purpose of it is to enhance the top crust with a shine and crispiness. Even though I’m going to brush my bread with cream cheese glaze, I think its still a good idea.