Combine yeast and warmed milk in a medium bowl and allow to rest for a few minutes. Ten add egg and flour and stir until combined and set aside for about 40 minutes.

For this recipe I used my KitchenAid stand mixer. Transfer the yeast starter to the mixing bowl and add eggs, sugar, salt and 1 cup of flour. Using the dough hook blend on low speed until all ingredients are blended. The dough will be pretty sticky so gradually add 1 cup of flour and continue blending on low speed until combined. Gradually add one more cup of flour to the mixing bowl (this is the 3rd cup of flour added to the mixer). Slowly add room temperature butter and continue to mix on low speed and bump up to medium speed for about 5 minutes. If the mixture is still pretty sticky add more flour one Tablespoon at a time before adding more. You are looking for the dough to take on a little shape and be less sticky. If it is not taking any type of shape you can slowly add the remaining cup of flour if needed. Then run mixer on medium-high speed for about 15 minutes.

Once the dough is ready it’s time to proof. Place dough in a bowl sprayed with non-stick cooking spray, cover with plastic wrap and place in a warm draft free location. Allow dough to rest for about 1 1/2 to 2 hours or until dough doubles in size.

Gently release dough from bowl out onto a floured surface. Take the edges of the dough and pull them to the center. Flip the dough over and shape into a round ball. Place dough back into bowl, cover with plastic wrap and place in refrigerator for 6 hours.

Combine cream cheese, confectioners sugar, lemon zest, lemon juice and vanilla extract in a large bowl and using a mixer blend until fully combined and smooth. Divide mixture in half and set aside. We divide the filling in half since this recipe will be making two brioche bread King Cakes.

Remove dough from refrigerator, place on flour dusted surface and cut the dough in half. Put half the cut back into the bowl. Now take the half cut and divide it evenly into thirds. You may want to use a kitchen scale to make sure it is divided evenly.

Working with one third at a time. Place the other pieces into the bowl and place the bowl into the refrigerator.

Place the dough on a floured surface gently roll dough out into a rectangle shape about 13-inches long. Working with half of the filling gently place a third of that half of the filling on top of dough and spread out evenly. Then working with the long end of the rectangle roll dough into a log. Gently massage or roll the dough, being careful to not break the log, until the dough reaches about 23 inches long. Place dough on parchment paper on a baking sheet, cover with plastic wrap and place in refrigerator. Work the other two pieces of dough this same way. Then do the same with the other half of the dough so, you will end up with making a total of six filled logs. Remember, we are making two King Cakes and you will need three logs for each cake.

Now remove three logs from the refrigerator and place them on counter and begin braiding. When done braiding shape dough into a circle and work with ends to mesh together. Place braided dough on baking sheet covered with parchment paper. Do the same with the other three logs.

Cover rounded braided brioche with plastic wrap and set aside in a warm draft free location and allow to rest for about 1-hour or until slightly doubled. Preheat oven to 350 degrees Fahrenheit.

After the third proof and before baking brush on a glaze of egg wash on top of dough. Then place baking sheet with dough in preheated oven and bake for 30 to 35 minutes or until the internal temperature reaches 200 degrees Fahrenheit. Be sure to check the temperature with an instant thermometer. When the bread reaches the proper temperature remove bread from oven. Carefully pull parchment paper along with the bread onto on a cooling rack. If you are using a plastic baby then gently insert the baby into the cooled bread in a non-conspicuous area but one you will remember where it was placed. Don’t worry about having a puncture hole in the bread as it won’t really matter because the icing and added colored sugar will cover it up.

To prepare icing place confectioners sugar, milk and vanilla extract in a medium bowl and stir to combine. Place bread on cooling rack over a baking sheet with the parchment paper. Drizzle icing on top of bread evenly. Then sprinkle the King Cake Colored Sugars (alternating colors) on top of icing before it dries. Using a spatula carefully transfer the King Cake to a serving plate and enjoy!