In a large bowl, whisk together the granulated sugar, yeast, salt, zest and 4 1/2 cups of the flour. Set aside.
Melt the butter and add to the cold milk in the bowl of a stand mixer, then whisk in the sour cream, extracts and 2 of the eggs. Add the dry ingredients and mix with the paddle attachment until a rough dough forms. Switch to the dough hook or knead by hand until the dough is very smooth and soft, about 8 minutes. If the dough is very sticky, add the remaining flour 1 tablespoon at a time.
Spray a large bowl with cooking spray and add the dough. Spray the top lightly with cooking spray and cover with plastic wrap. Place the bowl in a warm room and allow to double in size, 45 to 60 minutes.
Turn the dough out onto a lightly floured piece of parchment and roll into a rough 10-by-26-inch rectangle. Fold over the dough on the short sides toward the middle like you were folding a really long letter, then open the dough back up so that there are creases in the dough, dividing it into three.
Spread or pipe the Cream Cheese Filling to fill the middle section within the creases, then top with the Microwave Lemon Curd.
Using a sharp paring knife, cut the exposed dough on either side of the middle filling into 1-inch-wide bands. Cross one band over the filling on a slight diagonal and then cross the opposite band over the first. Continue crisscrossing all the bands. Gently shape the braided dough into a round, sealing together the ends. Beat the remaining egg together with 1 tablespoon water, then use this egg wash as "glue" to keep the ends together. Loosely cover with plastic wrap and allow to almost double in size, 45 to 60 minutes.
Preheat the oven to 375 degrees F.
Brush the dough with egg wash and sprinkle with sparkling or Swedish pearl sugar. Bake until just golden brown on top, 25 to 30 minutes. Cool to room temperature before eating.
Cream Cheese Filling:
Mix together the cream cheese, confectioners' sugar, egg, zest and salt with a wooden spoon until smooth.
Microwave Lemon Curd:
Transfer 2 tablespoons of the lemon juice to a small bowl, sprinkle the gelatin over it and stir until combined; set aside.
In a large microwave-safe bowl, whisk together the granulated sugar, butter, salt, eggs, lemon zest and remaining 14 tablespoons lemon juice.
Microwave the curd mixture on high for 3 minutes. Stir the curd, then microwave for 3 minutes more. Stir again, then microwave for 2 minutes. Stir and check to see whether the curd coats the back of a wooden spoon, has thickened in the bowl and the temperature reads 170 degrees F on an instant-read thermometer. If not, zap again, a minute at a time, until you reach the right consistency. This should not take longer than 10 minutes.
Stir the softened gelatin into the still-warm curd until well incorporated. Place a piece of plastic wrap directly on the surface of the curd and refrigerate until chilled and set, about 1 hour.