Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.

Unroll the brioche dough on a clean, lightly floured surface and press the seams together to form a solid rectangle.

If desired, carefully slice the very top rind off the wheel of Brie, leaving the sides and bottom intact.

Spread the apricot preserves evenly over the top of the Brie and sprinkle with the chopped fresh rosemary.

Wrap the Brie wheel completely in the prosciutto slices, covering the apricot topping and the sides.

Place the prosciutto-wrapped Brie in the center of the dough sheet. Fold the dough corners up and over the cheese, pleating as necessary to seal it completely. Trim any excess dough to prevent the bottom from becoming soggy.

In a small bowl, whisk the egg and milk together to create an egg wash.

Place the wrapped bundle seam-side down on the prepared baking sheet and brush the entire surface with the egg wash.

Bake for 20-25 minutes, or until the brioche is deep golden brown and firm to the touch.

Let the baked Brie rest for at least 10 minutes before serving to ensure the cheese settles and doesn't run out too quickly when cut.