For the sponge:
Measure the warm milk into a medium bowl (make sure there is plenty of room for it to grow). Sprinkle the yeast on top of it, then stir to dissolve the yeast. Add the flour, stirring until well combined. Cover and let rest on the countertop in a warm, draft-free spot for 3 hours. It’s ready to use when it has doubled in size and is very bubbly.
For the dough:
Place the warm milk, yeast, sponge, eggs, egg yolk, flour, sugar and salt in the bowl of a stand mixer fitted with the dough hook attachment. Mix on low speed until everything is well combined and a dough starts to form, about 3 minutes. Let the dough rest for 3 minutes.
After 3 minutes, mix on medium speed for about 5 minutes, until the dough is strong and supple. With the mixer on medium, add the butter, 1 tablespoon at a time. Wait until each addition of butter is completely incorporated and the dough has come back together before adding the next. Add the butter slowly this way, mixing the whole time, until all the butter is incorporated. Mix for 3-5 more minutes after all the butter is incorporated, until the dough is smooth, supple and shiny.
Remove the dough from the mixing bowl and place it in a clean bowl, with room to double in size. Place it in a warm, draft-free spot and allow to rest for 30 minutes.
After 30 minutes, fold the dough. This will even out the temperature, redistribute areas of more activity and strengthen the gluten. To do so, loosen it from the edges of the bowl. Lift the side of the dough up, stretch it over the top, and press it back down into the bowl. Do this a few times until you have lifted, stretched, and folded all the dough. Cover the dough bowl again and let rest for 30 more minutes to an hour.
After this last rest, it should have risen noticeably in the bowl. You should be able to see bubbles in the dough. If you can see the rising and the bubbles, it’s time to divide the dough. If not, let it rest for 15 more minutes. Check the dough every 10-15 minutes and divide it when you see a dramatic increase in the size and lots of bubbles.
For the monkey bread:
Butter the sides and bottom of a Bread Oven with butter and sprinkle with superfine or granulated sugar. Mix together the brown sugar, orange zest and cinnamon in a small bowl until well combined and set aside.
Roll or pat the dough out to a 1-inch thickness on work surface. Let the dough rest for 5 minutes, then cut it into 1-inch pieces. The dough should not be sticky – try to pat it out without using any flour (or only a bare minimum) so that the sugar sticks.
Toss the pieces of the brioche dough in the morning bun sugar so that they are evenly coated. Place in the buttered and sugared pan, stacking and filling it to the top. Place in a warm, draft-free spot, cover and proof for 30 minutes, until the monkey bread has risen well above the top of the pan.
During this final proofing, preheat oven to 400°F and place a rack in the middle position. When the monkey bread has risen and is ready to bake, use oven mitts to place it carefully in the preheated oven. Set a timer for 20 minutes. After 20 minutes, check to see if it is baking evenly. If one side is browning faster, use your oven mitts to rotate the pan. Bake for another 5 minutes or so, until it is well browned on top.
Once it is done baking, use oven mitts to remove the pan from the oven. Set the pan on a heatproof surface (such as a stovetop) and let cool for about 10 minutes. Sprinkle superfine or confectioner’s sugar over the top.