Stir together the dry ingredients for the brioche in the bowl of a stand mixer. Add the 4 eggs and milk, and mix together using the dough hook attachment on low-medium speed until firm and elastic (about 4 minutes). Add the butter a few pieces at a time while continuing to mix on low-medium speed until the dough is smooth, soft, and shiny (about 4 more minutes). The butter should be completely incorporated at this point, but if it’s not, you can hand knead it until it is. The dough should be very soft, but resist the urge to add more flour. Turn the dough out into a lightly greased bowl and allow to rise in a warm place until about double in size (about an hour).
Turn the dough out on a lightly floured surface and gently knead, working it back into a ball. Return to the lightly greased bowl and allow to rise until about double in size again (about another hour).
In a bowl, mash together your cream and marzipan for the filling. It can be a little difficult to work it together in the beginning, but keep working it with a fork or a potato masher (or even your hands) until mostly lump free. A few lumps here and there are ok.
Turn your dough out onto a lightly floured surface and roll out into a rectangle about a 1/2″ thick. Spread a thin layer of the marzipan filling over the lower half of the long side of dough, and fold in half. Cut the dough into 1″ wide strips. Twist each strip, crossing the ends across each other and folding them under the pastry. Place the pastries on several parchment lined baking sheets, and cover with a hand towel. Allow to rise until almost double in size (about an hour).
Brush the pastries with your whisked egg wash, and sprinkle with chopped almonds (optional). Bake at 375F/190C for 15-20 minutes (time is based on how big you make the pastries. Mine took closer to the 20 minute mark). Allow to cool and dust with powdered sugar.