Form dough into a 12x30-inch rectangle. With a clean ruler, gently mark a 4-inch space down the center. Then mark dough on either side of center into 1-1/2 inch strips horizontally. Mix cream cheese, butter, lemon juice and sugar together. Spread filling down the center of braid.Top mixture with cherry pie filling. Begin braid by folding top row toward filling. Then fold strips left over right, right over left. Fold bottom end towards filling and finish by stretching last strip an tucking under. Using both hands, carefully lift braid onto a large baking sheet sprayed with non-stick cooking spray. Brush with egg and cover with sprayed plastic wrap. Let rise until double. Bake at 350°F 25-30 minutes. Or longer if dough isn't done. If top is browning too quickly, cover with foil for remainder of baking period. Remove from pan and let cool. Combine icing ingredients and drizzle over braid.