Thaw 1 loaf of Rhodes Brand (or store name brand) frozen bread on a cookie sheet. Approx. 4 hrs at room temp., or overnight in the fridge.
Coat bottom of sheet pan with cooking spray. Place bread dough on sheet pan and flatten out with your hands until dough is approx. 9 inches wide and 12in. long.
Spread Cream Cheese mixture or any filling you prefer lengthwise down the middle of the dough evenly. On both sides of filling cut 1 inch strips the length of the bread. Take one strip of dough from either side, pull up and knot directly over filling. Pinch the ends of the strips so that filling doesn't bake out. Bake at 350* 20 to 25 min, until light brown. Cool and cut.
For cream cheese filling beat together 1 package cream cheese at room temp, 1/2 c. sugar, 1 egg yolk, 1 tsp. vanilla