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1
Make the cake: Heat the milk in a saucepan until scalding; transfer to a food processor, add the yeast and pulse to combine.
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2
Add 1/2 cup flour and the egg yolks; process to combine.
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3
Pour the remaining 2 cups flour evenly over the yeast mixture; do not process.
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4
Put the lid on; set aside for 90 minutes.
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5
Add the 2 whole eggs, granulated sugar, lemon zest, salt and nutmeg to the food processor; process to make a slightly textured dough, about 1 minute.
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6
With the machine running, slowly add the butter to make a smooth, sticky dough.
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7
Transfer the dough to a lightly buttered bowl and cover tightly with plastic wrap; let rise in a warm place for 3 hours.
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8
Turn the dough out onto a clean surface and knead briefly; form into a ball and return to the bowl.
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9
Cover tightly with plastic wrap and refrigerate for 8 hours or overnight.
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10
Make the filling: Plump the raisins in the bourbon in a small saucepan over medium heat.
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11
Remove from the heat and add the brown sugar, pecans, vanilla, cinnamon, orange zest, salt and the bean or plastic baby; mix until combined and set aside.
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12
On a floured surface, roll the dough into a 20-by-7-inch rectangle, with the long edge facing you.
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13
Spoon the filling in an even layer over the dough, leaving a 1-inch border along the top and bottom.
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14
Fold the bottom and then the top edge over the filling to make a tight roll; pinch to seal.
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15
Transfer the roll seam-side down to a parchment-lined baking sheet; tuck one end into the other to form a ring.
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16
Cover loosely with plastic wrap and set aside in a warm place until the roll doubles in size, about 2 hours.
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17
Preheat the oven to 350 degrees.
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18
Bake the cake until firm and golden brown, about 40 minutes.
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19
Cool on a rack.
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20
Make the glaze: Mix 3 tablespoons water with the confectioners' sugar; brush 3 tablespoons glaze over the cake.
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21
Sprinkle with bands of colored sugar; drizzle with more glaze.
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22
Photograph by Lara Robby/Studio D