One advantage of the braid over the Danish Slice version is that the braid helps to keep the pastry from spreading sideways as much. It still puffs and grows sideways, but with the slices, the center gap widens a lot. And I think the braids are prettier, with just a little bit of the filling peeking out.
The dough needs about 20-30 minutes to rise before baking, but you can delay that by putting the formed braid in the fridge. When it's ready to bake, the dough will feel puffy instead of compressed and hard, but it won't seem like it rose much at all. Like puff pastry, it grows a lot in the oven, though.
Before baking, brushing the braid with an eggwash gives it a nice shiny finish. It also helps things adhere, in case you want to add some sugar or sliced almonds. As far as the sugar goes, if you can find pearl sugar, it makes a nice topping. It's bright white and a little crunchy, but not as hard as solid sugar. Regular sugar or larger crystals are nice, too. It just depends on what effect you're looking for.
The braid bakes pretty quickly - about 15 minutes or so in a 400-degree oven. A little more if it hasn't gotten the dark golden brown color you want. But watch it carefully after the first fifteen.
After baking, a drizzle of an icing made from powdered sugar and water (or milk) is nice, but you can add some flavor if you want it to match or compliment your filling. Instead of water, you could use coffee or maple syrup, or add vanilla extract or any other flavor you prefer.
Or leave the glaze off. You don't really need it.