Preheat oven in Convection Bake to 375°F (*350°F).
Roll pastry to form a 12-inch square. Cut a 1-inch strip from each side of square. Roll 3 of the strips to 18-inch length and braid or twist to make 1 strip.
Place Brie, top down, in center of square of dough. Wrap dough over cheese, completely enclosing cheese. Moisten edges of dough with water and seal well.
Place sealed-side down on baking sheet. Moisten bottom side of dough and gently press braid around side; press ends together to seal.
Use remaining strip of dough to make decorative cutouts for top. Using a pastry brush, brush egg over dough.
Convection Bake for 15 to 20 minutes or until pastry is puffed and lightly browned. Let stand 20 minutes before serving.