In bread machine pan, place the first eight ingredients in order suggested by manufacturer. Select dough setting (check dough after 5 minutes of mixing; add 1 to 2 tablespoons of water or flour if needed).
Grease a 10-in. spring form pan. Remove sides of pan and set aside. When cycle is completed, turn dough onto a lightly floured surface. Roll into a 15-in. circle; place over base of pan. (Dough will hang over edges.) Combine cream cheese and flour. Spread over dough to within 2-1/2 in. of edges; top with jam.
With scissors, cut from outside edge to 2-in. toward center of ring at 1-in. intervals. Twist two strips together and fold over filling. Repeat with remaining strips. Replace sides of pan. Cover and let rise until doubled, about 1 hour.
Brush egg over coffee cake; sprinkle with almonds. Bake at 350° for 28-32 minutes or until golden brown. Cool for 10 minutes before removing from pan to a wire rack to cool. Refrigerate leftovers.