1) For the filling mix flour, brown sugar, cinnamon, mixed spice and butter in a bowl. Add the egg whites a little at a time. Whisk well until you have a smooth creamy paste and set aside.
2) Sift together the flour, sugar, baking powder and salt together in a bowl. Rub in the butter until you have a soft crumb texture. Whisk the egg and milk together and pour slowly into the dry ingredients, mixing all the time. Your dough should be smooth, light and very soft. Heavily flour your work surface and tip the dough onto it. Sprinkle with a little more flour and very gently knead for a few seconds, pulling the edges of the dough towards you, working in a circular motion until you have a neat ball of soft dough. You can cut this in two or make one large loaf. Roll out your dough to approx 25cm square with a rolling pin. Spread the filling over the dough with a palette knife, leaving one inch untouched along the longest right hand edge. Sprinkle the pecans all over the filling.
3) Starting away from the clean one inch, roll up the log into a swiss roll. Beat your egg for the egg wash and brush your clean edge. Secure the roll closed with the egg wash strip underneath the roll. Place the roll on one large lined baking sheet each and with a large knife, cut through the centre of the roll vertically, leaving one inch at the top still adjoined.
4) Carefully taking one half at a time, twist over to form a plait, working all the way down to the bottom. Secure the end by pressing lightly with your fingers and brush all over with the egg wash. Bake for 30 minutes at 190 degrees.
5) Meanwhile make the apricot glaze by melting together the jam and water in a pan over a gentle heat. Whisk to form a smooth liquid and strain this through a sieve, leave to one side.
6) Make the frosting by whisking together the sifted icing sugar, melted butter, lemon zest and several tablespoons of hot water until you have the desired consistency. Leave to one side.
7) Once the bread has come out of the oven, brush over immediately with the glaze and leave to cool. Once the bread is cool (not before) drizzle the icing all over the loaf until evenly covered.
8) Serve right away with a big mug of tea.