Begin by using your bench knife, a pair of scissors, or a sharp knife to cut the top and bottom of the rectangle, even with the edges of the filling, about 1” deep.
Remove a 1” rectangle from each of the dough's four corners. This “notching” will make the ends of the finished braid neater.
Starting at that same end, cut 1" crosswise strips down the length of the outside sections, making sure you have the same number of strips on each side.
Fold the dough "tab" over the edge of the filling on one end.
Beginning on the left, lift the top dough strip and gently bring it across the filling diagonally.
Repeat on the other side with the top dough strip, so that the two strips crisscross each other.
Continue down the entire braid, alternating strips to form the loaf.
When there are just two strips remaining (one on each side), fold the remaining "tab" over the filling.
Then crisscross the final two strips
Repeat the rolling, filling, and braiding steps for the second piece of dough, using the remaining cream cheese filling and lemon curd.
Set both loaves aside, lightly covered, to rise until quite puffy, 45 to 50 minutes.
While the loaves are rising, preheat the oven to 375°F.