MIXING: In a large mixing bowl, combine all the ingredients from flour through salt. Knead lightly with your hands until well-combined and smooth.
RISING: Cover the mixing bowl with beeswax wrap or plastic wrap and let rise for 2 hours.
FILLING: While the dough rises, heat the almonds in a dry pan over high heat, stirring constantly. They will start to brown; remove from heat when about half the almonds are deeply browned. Continue to stir constantly since they'll keep cooking in the residual heat. Finely chop the almonds, then stir them with the honey, butter, lemon zest, and lemon juice until well-combined. If the heat of the almonds melts the butter a little, put in the fridge to firm up.
ASSEMBLY: After rising for 2 hours, press on the dough gently to deflate it, then transfer to a lightly-greased surface. Split into 3 equal parts. Roll each part into a snake about 20" long, then use a rolling pin to flatten it into a ribbon about 2" wide. Spoon ⅓ of the filling onto each part, spreading it into a thin line along the top edge. Leave a ½-1" border on each end. Roll the dough toward you like a Swiss roll, folding over the filling first and continuing to roll until the filling is well-sealed inside. Press the ends shut.
BRAIDING: When all three strands are filled, press them together at one end and braid all the way down. Press the other ends together, then roll the braid into a loose spiral. Tuck the ends in.
RISING AGAIN: line a baking sheet with parchment paper or a Silpat baking mat. Grease it lightly, put the braided challah on top, and cover the challah with lightly greased plastic wrap or beeswax wrap. Let rise until very puffy, 90 minutes to 2 hours. Preheat the oven to 375º F.
BAKING: Whisk the egg in a small bowl and use a pastry brush to generously coat the top of the challah. Put the baking sheet on top of a second baking sheet to insulate the bottom, then bake in the lower part of the oven for 20-30 minutes, or until deep golden brown. Once brown, tent the challah with foil and bake another 10-15 minutes until the internal temperature is at least 190º F.
Let cool and serve at room temperature.