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1
Heat the milk in a small saucepan until it bubbles, then remove from heat. Stir in the butter until melted; let cool to lukewarm.
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2
In a small mixing bowl, dissolve yeast in warm water. Let stand until creamy, about 10 minutes. In another small bowl, combine 2 whole eggs with the egg yolk; beat lightly.
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3
In a large mixing bowl, mix together 4 cups flour, white sugar, salt, lemon zest, mace and nutmeg. Make a well in the center of this mixture and pour in the cooled milk, yeast mixture and beaten eggs. Beat well until a loose dough forms. Cover with a damp cloth and let rise in a warm place until doubled in volume, about 3 hours.
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4
Turn the dough out onto a lightly floured surface. Gently knead the dough and gradually incorporate the remaining cup of flour. Continue kneading until the dough is smooth and elastic, about 10 minutes.
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5
Divide dough into 3 portions; 1 small, 1 medium and 1 large (or one the size of a tangerine, one the size of an orange and one the size of a grapefruit). Cut the largest piece of dough in half and roll it out into 2 long ropes about 30 inches long. Twist the ropes together and place into a 8 inch diameter spiral and place it on a lightly greased cookie sheet. Cut the medium size piece of dough in half and roll out into 2 ropes about 20 inches long each. Twist the ropes together and place in a ring on top of the first circle of dough. Roll the smallest piece of dough into a rope about 12 inches long. Coil this rope on top of the other dough. The completed loaf should look like a pyramid.
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6
Place the uncovered loaf in an unheated oven to rise until doubled in size, about 2 hours. Remove the loaf from oven and preheat to 325 degrees F (165 degrees C).
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7
Lightly beat the reserved egg white and brush over the loaf. Bake at 325 degrees F (165 degrees C) for 30 to 40 minutes or until lightly browned. If bread starts to brown too quickly, cover with aluminum foil and continue baking. Cool on wire rack.
