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1
Combine the yeast and sugar in the bowl of a stand mixer fitted with a dough hook.
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2
Add the melted butter and warm water.
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3
Beat at low speed for 1 minutes.
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4
With the mixer running, add the egg yolks, then beat for 1 minute at medium-low speed.
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5
Add the flour, salt, 1 teaspoon of the cinnamon, nutmeg, and lemon zest and beat until everything is incorporated.
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6
Increase the speed to high and beat until the dough pulls away from the sides of the bowl, forms a ball, and starts to climb up the dough hook.
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7
Remove the dough from the bowl.
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8
Using your hands from the dough into a smooth ball.
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9
Lightly oil a bowl with the vegetable oil.
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10
Place the dough in the bowl and turn it to oil all sides.
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11
Cover with plastic wrap and set aside in a warm, draft-free place until doubled in size, about 2 hours.
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12
For the filling: In a large mixing bowl, combine the cream cheese and 1 cup of the confectioners' sugar.
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13
Blend by hand or with an electric mixer on low speed and set aside.
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14
Line 2 baking sheets with parchment paper.
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15
Turn the dough out onto a lightly floured work surface and divide the dough into fourths.
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16
Using your fingers, pat it out into a rectangle.
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17
Spread the filling lengthwise over the bottom half of each dough, then flip the top half of the dough over the filling.
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18
Seal the edges, pinching the dough together.
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19
Shape each dough into a flat cylinder and form into a ring and pinch the ends together so there isn't a seam.
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20
Insert the bean into the ring from the bottom so that it is completely hidden by the dough.
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21
Cover the rings with plastic wrap and place in a warm, draft-free place.
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22
Let the dough rise until double in size, about 20 to 25 minutes.
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23
Preheat the oven to 350 degrees F. Brush the top of the risen cake with 2 tablespoons of the milk.
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24
Bake until golden brown, about 15 minutes.
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25
Remove from the oven and let cool completely on a wire rack.
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26
Make the icing: Combine the remaining 3 tablespoons milk, lemon juice, remaining 1/4 teaspoon cinnamon and the remaining 3 cups confectioners' sugar in a medium size bowl.
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27
Stir to blend well.
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28
With a rubber spatula, spread the icing over the top of each cake.
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29
Slice each cake into individual slices and serve.
