In small saucepan, heat together water, molasses, and shortening until at 120°F (50°C); stir together rye flour, 1/2 cup of all purpose flour, cocoa, caraway seeds, flax seeds, yeast, sugar and salt. Stir in shortening mixture. With wooden spoon, gradually stir in enough of the remaining flour to make soft dough, mixing with hands if necessary.
Turn dough onto lightly floured surface; knead for 8-10 minutes or until smooth and elastic. Place in greased bowl, turning to grease all over. Cover with plastic wrap; let rise in warm draft-free place until doubled in bulk, 30 to 60 minutes.
Punch down dough; turn out onto a lightly floured surface. Roll out into 14x12-inch rectangle. Please on greased baking sheet.
Filling: Spread mustard lengthwise in 3" strip along center of rectangle, leaving 1" border uncovered at ends. Top with 2 layers each meat, sauerkraut, and cheese.
Starting at corner of dough, make diagonal cuts 1" apart almost to filling along one side of dough. Repeat on other side in opposite direction. Alternating strips from each side, fold strips over filling to resemble braid, overlapping ends by 1".
Glaze: Brush egg white to seal. Cover and let rise in warm draft-free place until doubled in bulk 30-40 minutes. Brush top with remaining egg white. Sprinkle with caraway seeds.
Bake in centre of 350°F oven for 30-40 minutes or until puffed and dark brown. Remove from pan; let cool slightly on rack. Serve warm or let cool completely.