Separate the egg into an egg white in one small bowl and egg yolk in another small bowl. Add the 1 tablespoon (15 milliliters) milk to the egg yolk.
Line two baking sheets with parchment or lightly grease.
On a lightly floured surface, roll the dough into a thin sheet about 20 inches (51 centimeters) long and 18 inches (46 centimeters) wide.
Cut the dough in half lengthwise to make two 9 inch (23 centimeter) wide rectangles.
Cut each rectangle crosswise every 3 inches (7.5 centimeters) to make 12 strips in all.
Add a thin rope of filling across the center of one of the strips, keeping about 1/2 inch (1.5 centimeters) clear around the edge.
Brush the edges with the egg white. Bring up the edges over the filling, pinching together to seal.
Gently roll the pastry to lightly stretch into a filled rope about 12 inches (30.5 centimeters) long and to completely seal.
Fold the rope in half to form a horseshoe and place on the prepared baking sheet.
Repeat with remaining dough and filling, placing 2 inches (5 centimeters) apart on the baking sheets.
Cover the baking sheets with towels and allow to rest at room temperature until lightly puffed, about 30 minutes.
Preheat oven to 350˚F (180˚C).
Brush the tops of the pastries with the egg yolk milk mixture.
Bake in preheated oven until golden on the top, 15-20 minutes. Serve warm from the oven or at room temperature.