Cut off pointed end of garlic; place garlic on a piece of aluminum foil, and drizzle with 1 tablespoon water. Fold foil to seal.
Bake at 350° for 45 to 50 minutes or until garlic is tender. Reduce oven temperature to 200°. Remove garlic from oven, and let cool. Squeeze pulp from garlic cloves into a small bowl, and mash with a fork until smooth. Stir in lemon rind, lemon juice, and next 3 ingredients.
Roll dough into a 12-inch square on a lightly floured surface. Spread garlic mixture over dough; roll up, jellyroll fashion. Place dough roll on a parchment paper-lined baking sheet; bring ends together forming a ring, and pinch ends to seal. Cut 1-inch slits along top of dough. Turn oven off; place dough ring in oven. Let rise 1 1/2 to 2 hours or until doubled in bulk. Remove from oven; brush dough with egg, and sprinkle with kosher salt. Increase oven temperature to 375°. Using a water bottle, spray each interior wall of oven 2 to 3 times before closing oven door. (Do not spray dough).
Bake at 375° for 18 to 20 minutes or until golden.