Roll Rolls into a 4-6 inch circle. (Do not roll too thin)
Fill the center of the dough with anywhere from 1 to 4 different kinds of preserves. It's perfectly fine if the different flavors mingle. Use flavors that go well with bread.
keep the filling in the center of the dough. If the filling spreads out near the edges, you won't be able to fold and pinch the dough closed.
Move the dough to a surface that’s easy to work with, like a large cutting board. Taking one-third at a time, carefully fold up each edge of the flat toward the center. Make sure no filling touches the edges of the dough as you are folding it up, or they won’t stick together. Give the edges a good strong pinch and crimp, as if you were sealing a pie. The filling will get hot in the oven and try to bubble and force its way out of the dough, so it's really important to start out with a nearly-completely sealed Hamentash shape. You want to leave a tiny space in the center for the jam to poke out. If you’ve closed it up well enough, the dough will merely stretch in the oven, keeping most of the jam inside. Cover with sprayed plastic wrap, Let the dough rise for about 20 minutes. Make sure the edges haven't come un-pinched. If they have, pinch them back together really tightly.
Baste the top of the challah with the beaten egg, and transfer it to the greased pan. Pop it in the hot oven and bake for about 30 minutes (check it at 20). The jam or preserves should be bubbling out the center of the challah, like a Hamentash pastry. Delicious. You’ll want to serve this Hamentash challah slightly warm.