When you first split the dough and roll each half into a long rope, taper the ends by pressing down with your hands to make each end slightly thinner than the rest of the dough. This will make it easier to braid each piece together. After you braid the dough, pinch the loose ends together and tuck them underneath the bottom of each loaf (about an inch or so) to help it hold its shape. When the Tsoureki bakes, the ends will stay tucked under, keeping the braid intact.