Yeah, I've bever heard of braiding-then-rolling either. Though ailsaek showed me a method I love to use for Rosh Hashanah (when I actually have time to bake... *sigh*); you roll out your dough into a long "snake", flatten the smake, sprinkle it with cinnamon and press raisins into it, then roll into a tube around the cinnamon raisins and *then* coil into a spiral. Comes out gorgeously.