1. To make the dough: In a large liquid measuring cup, whisk to combine the warm water, yeast, and 1 ½ tsp sugar. Let rest until foamy, about 10 minutes.

2. Add the oil and 3 whole eggs to the yeast and whisk to combine. Slowly pour in the remaining ¼ cup sugar while whisking until combined.

3. In a stand mixer fitted with a dough hook, combine the flour and salt. Mix on low speed to incorporate.

4. Slowly pour in the liquid ingredients while mixing until a lumpy dough forms, 1 minute. Scrape down the sides of the bowl and continue to mix on low speed until the dough is smooth and elastic, 8 minutes.

5. Increase the speed to medium-high and mix until the dough begins to pull away from the sides of the bowl, 2 minutes.

6. Lightly grease a large bowl with oil. Remove the dough from the mixer and form it into a ball. It will be slightly sticky. Transfer the dough to the greased bowl, cover with plastic wrap, and let rise in a warm place until doubled in size, 1 hour.

7. To cook the apples: In a medium saucepan, melt 2 tablespoons of the butter over medium-high heat. Add the apples, ¼ cup of the brown sugar, and a pinch of salt. Cook until the apples are softened, about 8 minutes. Stir in the lemon juice and vanilla extract, and cook for 2 minutes. Remove the pot from the heat and let cool completely, about 1 hour.

8. To make the brown sugar-cinnamon filling: in a medium bowl, fold together the remaining 6 tablespoons butter, ½ cup brown sugar, and the cinnamon until well combined. Set aside.

9. After the dough has doubled in size, punch it down and re-form it into a ball. Cover with plastic wrap and let rise until doubled in size, 45 minutes.

10. To assemble the challah: Lightly dust a work surface with flour. Use a bench or chef’s knife to divide the dough into 4 equal pieces. Roll each piece into a ball, cover them with plastic wrap, and let rest on the counter for 10 minutes.

11. Working with 1 piece of dough at a time, roll each ball into a long oval about ¼”-thick. Spread ¼ of the caramel filling over the dough and sprinkle it with ¼ of the apples and ¼ of the chopped pecans. Starting from a long end, roll the dough into a log and pinch the edges to seal. Cover with plastic wrap and set aside.

12. Gently roll each log of dough into a 3’-long rope.

13. To braid the challah, watch this tutorial or follow these written instructions: Lay 2 of the ropes parallel in a vertical line in front of you, making sure they’re touching each other. Create a plus sign by placing the second 2 ropes on top of the vertical ropes, making sure they’re touching each other too.

14. Weave the top horizontal rope under the left vertical rope and over the right vertical rope. Weave the bottom horizontal rope over the left vertical rope and under the right vertical rope. Now, it will look like a tight tic-tac-toe board.

15. Take the 4 ropes that come out from underneath another rope and twist them over the rope to their right, jumping it. Next, take the ropes that were just jumped and twist them over the rope to their left. Take the ropes that were just jumped and twist them over the rope to their right. Continue this pattern until the challah is fully woven. Tuck the ends of the ropes under the loaf.

16. Stack two rimmed baking sheets, and place a piece of parchment paper on top. This will ensure the bottom of the challah does not burn. Transfer the challah to the baking sheet. Beat the remaining egg yolk with 1 teaspoon of water, and brush half of it all over the challah. Let the challah rise for 1 hour. Cover and reserve the remaining egg wash.

17. Preheat the oven to 375º. Brush the challah 1 more time with the reserved egg wash. Bake the challah for 30 minutes. Cover with aluminum foil and bake for 20 more minutes, or until the internal temperature of the loaf reaches 190º.

18. Let the challah cool for a minimum of 45 minutes before serving. Leftover challah can be stored in an airtight container for up to 4 days.

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