Classic Mardi Gras King Cake

Make the dough

1. Wake up the yeast. In the bowl of a stand mixer, whisk warm milk, yeast, and 1 tablespoon of the sugar. Let sit 5 to 10 minutes until foamy.
2. Mix the base. Add remaining sugar, eggs, and vanilla. Mix to combine.
3. Add dry ingredients. Add flour and salt. Mix on low until a shaggy dough forms.
4. Knead in butter. With the mixer running on medium-low, add softened butter 1 tablespoon at a time. Once incorporated, knead 6 to 8 minutes until smooth, elastic, and slightly tacky (tacky, not wet). It should mostly clear the bowl and stretch without tearing easily. If it is extremely sticky and not clearing the bowl at all, add 1 to 2 tablespoons flour, but try not to overdo it.
5. First rise. Form into a ball, place in a lightly greased bowl, cover, and let rise 60 to 90 minutes until doubled.

Make the filling and shape

1. Mix filling. Stir butter, brown sugar, cinnamon, flour, and salt into a thick paste.
2. Roll it out. On a lightly floured counter, roll dough into a rectangle about 10 by 20 inches (it does not have to be exact).
3. Spread filling. Spread filling evenly, leaving a 1/2 inch border on all sides.
4. Roll into a log. Starting from a long side, roll up tightly. Pinch the seam closed.
5. Split and braid. Using a sharp knife, slice the log lengthwise down the center to expose the layers. Turn the cut sides up. Twist the two strands together, keeping the cut sides facing up as much as possible.
6. Form the ring. Carefully transfer to a parchment-lined sheet pan and shape into a ring, pinching the ends together firmly.
7. Second rise. Cover loosely and let rise 30 to 45 minutes until puffy.

Bake

1. Heat oven. Preheat to 350°F.
2. Egg wash. Whisk egg and milk. Brush lightly over the dough.
3. Bake. Bake 28 to 35 minutes until deep golden brown. If it browns too fast, tent loosely with foil for the last 10 minutes. For extra confidence, the thickest part should read about 190 to 200°F on an instant read thermometer.
4. Cool. Let cool on the pan 10 minutes, then transfer to a rack and cool completely before glazing.

Glaze and decorate

1. Make glaze. Beat cream cheese until smooth. Add powdered sugar, milk, vanilla, and salt. Mix until thick but pourable. Add a splash more milk if needed.
2. Glaze. Spoon glaze over the cooled cake, letting it drip naturally.
3. Add the colors. While glaze is still wet, sprinkle purple, green, and gold sanding sugar in wide stripes.
4. Add the baby (optional). Once fully cool, insert from the underside and warn everyone before serving. If kids will be eating, skip any non-food items.

Serving tip: This is best in the first few hours after glazing, when the crumb is soft and the sugar still has crunch.