In a small bowl, combine the sponge ingredients, stir well to combine and cover with plastic wrap
Set aside for 15 minutes until the sponge gets all bubbly and happy
Place the sponge in a mixing bowl with the yogurt, butter, eggs, sugar, salt, vanilla and 4 1/2 C of the flour
Mix with a stand mixer until it is a rough shaggy mess (see pic below)
Switch to a dough hook or turn it out on the counter, and knead until the dough comes together nicely and springs back when you poke it
If using the dough hook, which is soooo much easier, knead the dough about six minutes on speed 2, add flour in both cases if needed to make a soft smooth dough
Place the dough in a lightly greased bowl
Cover with plastic wrap and let sit in a warm place for about an hour and a half or until the dough has nearly doubled
When it has almost finished rising, make the cream cheese mixture by combining all the filling ingredients, except the lemon curd, in a small bowl
When the dough has finish rising, gently deflate it and cut it in half
Roll 1/2 of the dough on parchment paper into roughly a 10 x 15 in inch rectangle
Cut into three lengthwise strips and spread half the cream cheese mixture on the center strip, followed by 1/2 of the lemon curd
Braid the dough like you would braid hair, tucking and adjusting as necessary
Repeat with the other half of the dough
Brush both loaves with the egg wash and sprinkle with the coarse sugar
Bake in a preheated 375 oven for 25 to 30 minutes or until golden brown