Grease or spray 2 large bowls with cooking spray. Place one loaf of frozen dough in each bowl and cover with greased plastic wrap. Place in a warm place to rise and the dough is double in size. Note: You can also let the dough raise in the refrigerator overnight and then proceed from there.
While dough is rising prepare the filling.
In the bowl of your electric mixer, beat together the almond paste, sugar and butter until light and fluffy. Then add the egg, flour and mix well. Stir in the chopped nuts and set aside.
Line a baking sheet with parchment paper or a baking mat. Once dough has risen punch down and place dough onto a lightly floured surface, knead for a few minutes and then let it rest of 5 minutes. Roll dough on your baking mat into a rectangle. Spread a layer of filling down the middle of the dough, then make 1 inch cuts down the longer side of the dough to within a 1/2 inch of the filling. Starting at one end fold the strips diagonal across the filling, alternating from side to side and stretching the dough if necessary. Fold up the ends or press the ends lightly to seal. Transfer the bread on your baking mat to your baking sheet to bake or alternately if you rolled it out on your counter carefully life the braid onto your parchment paper lined pan.
Let braided bread raise for 30 minutes in a warm place.
Bake for 20-30 minutes or until golden brown. Remove from oven and prepare glaze while bread is cooling
To make the glaze mix the powdered sugar and vanilla together, add the milk and stir. You may have to add more milk to get the glaze to the consistency that you like.
Drizzle bread with glaze and sprinkle with nuts.
This recipe makes two loaves so that you have one to eat and one to share, or you could keep them both for your own hungry crowd.