Place two rolls on a parchment-lined jelly roll pan (rimmed baking sheet), running parallel to each other. Place the third strand over the top of the first parallel strand, and under the bottom of the other. Place the last strand under the top of the first parallel strand, and over the top of the other. This will have, in essence, woven a pattern something like a tic-tac-toe board, as Tori quips.
You should now have something that vaguely resembles a dough spider, with eight feet sticking out all around the center weave. Keep that center as tight was you can as you proceed. Taking each foot in turn and moving clockwise, place the first foot over the foot next to it. Lay the original foot down on the board and pick up the foot you just crossed. Take that foot and cross it over the foot next to it. Lay that foot down and pick up the one you just crossed.
Repeat this process until all the feet have been crossed. You should be able to see the pattern now and a round, braided loaf should be the result. Don't stess over this too much. It will pretty much bake up looking nice even if you don't get it perfect.
Using slightly damp fingers, tuck the remaining twisted ends under the challah until you have a plump, round loaf. Place on a parchment lined baking sheet and cover. Allow the loaf to rise another 30-60 minutes, or until a fingertip pressed into the dough results in an indentation that stays in place (rather than bouncing back).
Preheat the oven to 350°F/176°C. Prepare the egg wash by beating the egg, water, and salt together well. Use a pastry brush to place a thin layer of egg wash over the top of the bread. Be sure to get the cracks, but don’t soak the dough.
Bake for 45-55 minutes, or until a thermometer inserted into the dough reads 190°F/88°C. Allow to rest for 10 minutes and then tear into it to serve hot with butter. Or allow to cool completely and slice.