Preheat oven to 400 degrees.
Roll dough out on floured surface into a rectangle. Cut anything off that makes it misshaped.
Place onto parchment paper.
Spread Nutella in center leaving 1/4”-1” away from border.
Roll up into a log.
Pinch sides to seal.
Cut down the center.
Intertwine both halves creating a braid and press ends to seal.
Crack egg into a bowl and whisk.
Brush braid all over with egg wash.
Sprinkle with cinnamon sugar.
Place into loaf pan with parchment paper.
Bake for 35-40 mins.
Let cool for 5-10 mins.