Begin by making the tangzhong. Mix flour and milk on low heat until they form a thick paste. Add this to the rest of the bread ingredients, excluding butter, and knead in a standing mixer for 7-10 minutes at medium-high speed until the dough starts to come together.
Add the softened butter and knead for an additional 5-7 minutes until the dough becomes smooth. If making by hand, be cautious not to add too much more flour.
Cover the dough and let it rise for about 60 minutes until it doubles in size.
While the dough is rising, mix cream cheese with sugar, salt, and lemon juice, and set it aside.
Line a 9” springform pan with parchment paper.
Divide the dough into 4 equal pieces. Take one piece and roll it into a rectangle about 6×12” wide. Spread the cream cheese and jam on two-thirds of the rectangle. In the remaining one-third, use a sharp knife to make cuts or strips. Brush the strips lightly with some milk. Roll the dough tightly, starting from the uncut side to the cut side. This creates a beautiful striped pattern on the bread. Place the roll into the pan around the edge, adjusting it to take up about 1/4th of the pan.
Repeat the process with the remaining 3 pieces until you have one ring inside the pan. Brush with egg wash and let it rise for another 30 minutes.
Preheat the oven to 350°F.
Brush with egg wash again and bake for 25-30 minutes until golden on the outside.
Serve and enjoy your delicious creation!