In large bowl, mix 2 cups of the flour, the granulated sugar, salt and yeast.

In 1-quart saucepan, heat 1 cup milk and the butter over medium heat until very warm (120°F to 130°F).

Add warm liquid, whole egg and vanilla to flour mixture.

Beat with electric mixer on low speed until moistened; beat 1 minute on medium speed.

By hand, stir in enough of the remaining 1½ to 2½ cups flour, ½ cup at a time, until dough pulls away from side of bowl.

On floured surface, knead dough until smooth and elastic, 3 to 5 minutes.

Grease large bowl with shortening or cooking spray.

Place dough in bowl, turning dough to grease all sides.

Cover loosely with plastic wrap and cloth towel; let rise in warm place 50 to 60 minutes or until doubled in size.

Meanwhile, in medium bowl, stir together filling ingredients.

Line large cookie sheet with cooking parchment paper; sprinkle lightly with flour.

Gently push fist into dough to deflate.

Turn dough onto cookie sheet; roll into 12×15-inch rectangle.

On both long sides of rectangle, cut 1-inch-wide slits about 4 inches deep.

Spread filling down center of dough.

Bring strips up over filling, overlapping and pressing in center.

Tuck ends in if necessary.

Carefully shape into a stocking.

Cover with plastic wrap sprayed with cooking spray; cover with cloth towel.

Let rise in warm place 30 to 45 minutes or until almost doubled in size.

Heat oven to 350°F.

In small bowl, mix egg yolk and water; brush over coffee cake.

Bake 20 to 25 minutes or until deep golden brown.

Remove coffee cake from cookie sheet to cooling rack; cool 30 minutes.

In small bowl, mix powdered sugar and 2 tablespoons half-and-half.

Gradually stir in remaining half-and-half, 1 teaspoon at a time, until glaze is of spreading consistency.

Spread glaze over coffee cake to create top, heel and toe of stocking.