Combine all of the filling ingredients in a saucepan. Mash with the back of a spoon and stir until a thick jam forms. Allow to cool completely. This step can be done the day before.
In a large bowl or mixer with a dough hook, combine the Pereg Challah Mix, vanilla, and 2 ¼ cups water. Mix for about 8 minutes or until dough is smooth and elastic
Let dough rest for 15 minutes.
Punch down dough and knead again for 3-5 minutes. Transfer to an oiled bowl and let rise for 15 minutes.
Divide the dough into 6 parts and roll each into a ball. Cover with a tea towel and allow to rise for another 15 minutes.
Flatten out the balls into long snakes. Spoon the jam into the center and roll jelly-roll style to seal the jam inside the dough.
Braid 3 together and shape into a round. Repeat for the second loaf.
Line baking sheets with parchment. Place a pan of water (I used a 13x9 inch Pyrex) in the bottom rack of the oven. Preheat oven to 350.
Place the bread on the parchment-lined baking sheets. Brush with beaten egg and sprinkle with pearl sugar.
Bake for 35 minutes or until golden brown and hollow-sounding when tapped.