Heat ¼ cup milk in microwave for 15-20 seconds. Add yeast and sugar, let stand for 10 minutes.
In large bowl, add the flour, egg, sugar, butter, ¾ cup milk, salt and yeast mixture. Combine until a sticky ball forms. Turn onto counter and knead for 6-8 minutes, or until the dough becomes soft and elastic. Place into a large bowl and cover. Let rise for 1 hour until dough has doubled in size.
While the dough is rising, make cream cheese filling by combine all ingredients in a large bowl. Using a hand mixture, blend under smooth. Set aside.
Preheat oven to 400°F.
On a lightly floured surface, divide the dough into four equal parts. Shape into four balls and cover for another 10-15 minutes.
Roll one ball a time into a 10-inch circle. Place dough on parchment paper lined pizza pan or large baking sheet. Spread a thin layer of cream cheese filling, followed by saskatoon filling on the dough, leaving half-an-inch space from the edge. Roll out a second ball, layer onto of the first and layer with more cream cheese and saskatoon filling. Roll out third ball, layer again. Roll out fourth ball and place on top leaving the top dough bare.
Using a cup as a guide, place in the centre of the dough. Cut the dough into four equal parts, stopping at the edge of the cup. You’ll want to work fast to prevent filling from leaking out as much as possible. Don’t worry if it gets a little messy (simple remove some of the extra filling that may leak out to avoid burning in the oven). Cut each quarter section four more time so you are left with 12 slices. Pick up two slices (one in each hand) and twist the strands outwards twice and pinch the two twists closed together. Repeat until all slices have been twisted and combined.
Brush bread with cream, sprinkle with sugar, and bake for 20-25 minutes, or until golden brown. Let cool and serve with remaining cream cheese filling.