In the bowl of a stand mixer, whisk together milk, yeast and sugar. Add 2 tablespoons of flour and whisk to incorporate. Once the mixture starts to foam, whisk in butter, egg yolks and vanilla. Stir in remaining flour, salt and nutmeg. Mix on low speed with the dough hook attachment for 8 to 10 minutes, until dough is smooth and elastic and comes together into a ball. Alternatively, the dough can be kneaded by hand for 10 to 15 minutes.
Turn dough out onto a floured surface and fold it over on itself a few times to form a tight ball. Place the dough into a greased bowl and cover tightly with plastic wrap. Let rise in a warm spot until doubled in volume, about an hour.
To make the filling, combine softened butter with lemon zest. In a separate bowl, stir together brown sugar, cinnamon and pecans. Set aside.
After the dough has risen, punch down, turn out onto a floured surface and roll into a large 28” x 12” rectangle. Cut in half to make two long 28” x 6” rectangles. Spread butter evenly over both rectangles, leaving a 1/2-inch border all around. Sprinkle with cinnamon mixture. Roll each rectangle into a long log, pinching the ends and sealing the edges. Loosely twist the two logs together to form one long braid.
Grease the inside of an oval baking dish. Carefully lay the braided cake roll into the dish in a ring, overlapping and pinching the ends to seal them. Tuck the whole pecan or dried bean in a spot in between the layers of the cake. Cover and let rise again in a warm spot for an hour.
Preheat oven to 350 F.
Bake in the oven 30 to 40 minutes, until the top is browned and the cake is cooked through. Let cool completely.
To make the icing, whisk together the milk and confectioners’ sugar. Spread over the cake and top with alternating lines of colored sugars.
In the bowl of a stand mixer, whisk together milk, yeast and sugar. Add 2 tablespoons of flour and whisk to incorporate. Once the mixture starts to foam, whisk in butter, egg yolks and vanilla. Stir in remaining flour, salt and nutmeg. Mix on low speed with the dough hook attachment for 8 to 10 minutes, until dough is smooth and elastic and comes together into a ball. Alternatively, the dough can be kneaded by hand for 10 to 15 minutes.
Turn dough out onto a floured surface and fold it over on itself a few times to form a tight ball. Place the dough into a greased bowl and cover tightly with plastic wrap. Let rise in a warm spot until doubled in volume, about an hour.
To make the filling, combine softened butter with lemon zest. In a separate bowl, stir together brown sugar, cinnamon and pecans. Set aside.
After the dough has risen, punch down, turn out onto a floured surface and roll into a large 28” x 12” rectangle. Cut in half to make two long 28” x 6” rectangles. Spread butter evenly over both rectangles, leaving a 1/2-inch border all around. Sprinkle with cinnamon mixture. Roll each rectangle into a long log, pinching the ends and sealing the edges. Loosely twist the two logs together to form one long braid.
Grease the inside of an oval baking dish. Carefully lay the braided cake roll into the dish in a ring, overlapping and pinching the ends to seal them. Tuck the whole pecan or dried bean in a spot in between the layers of the cake. Cover and let rise again in a warm spot for an hour.
Preheat oven to 350 F.
Bake in the oven 30 to 40 minutes, until the top is browned and the cake is cooked through. Let cool completely.
To make the icing, whisk together the milk and confectioners’ sugar. Spread over the cake and top with alternating lines of colored sugars.