Preheat oven to 375 degrees F. Line a very large baking sheet with parchment paper; set aside.
For filling, in a small bowl stir together mascarpone cheese, lemon curd, flour, and almond extract. Stir in raisins; set aside.
On a lightly floured surface, roll dough into a 13x9-inch rectangle, letting dough rest as needed while rolling. Transfer dough to the prepared baking sheet, reshaping as necessary. Spoon filling lengthwise down the center of the dough, spreading into a 2-1/2-inch-wide strip. Using kitchen scissors, make cuts at 2-inch intervals along each long side, cutting from the edges almost to the filling. Alternately fold opposite strips of dough at an angle across the filling, lightly pressing ends together in center to seal.
In a small bowl beat together egg and the water; brush over loaf. Bake about 25 minutes or until golden.
Cool on baking sheet on a wire rack for 10 minutes. Drizzle with Lemon Glaze; sprinkle with almonds. Serve warm or cooled. Chill within 2 hours.
In a small bowl stir together powdered sugar, lemon juice, and vanilla. Add enough additional lemon juice to make drizzling consistency.