i have been reading up on past posts, and i came to one about challa in brooklyn, the best bakery for challa, cake, pastry, kokosh cake, rugalech etc. bar none is shloime's heimishe bakery on new utrecht and like 50-51st street.
they have both egg and water challas that are amazing, they make these kokosh and cinnamon fingers that are to die for, the best cream puffs, napoleans, 7 layer, pies, fancy cakes you can imagine, i have sampled everything there and have been amazed at every single thing there. it is a must try.
by the way they have an orange cake that is great. you must go.