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1
Combine the warm milk, yeast, and 1 teaspoon of sugar and let proof. While yeast is proofing, whisk together the butter, egg yolks, and vanilla extract. In a large bowl or bowl of a stand mixer, combine remaining 1/4 cup of sugar, flour, nutmeg, and salt.
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2
When the yeast mixture is foamy, add that and the butter mixture to the dry ingredients. Mix to combine. Using a dough hook, or kneading by hand on a floured surface, work the dough (adding flour as needed) for 5 to 7 minutes until you have a smooth dough. Transfer dough to a greased bowl, cover with a damp towel, and let rise for two hours, until doubled in size. Begin making the filling as soon as the dough begins rising.
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3
In a large sauce pan, melt together the butter and cream cheese. Stir in the brown sugar and continue stirring until the mixture starts to bubble. Remove it from heat, stir in the pecans, and then set it aside to cool while the dough finishes rising.
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4
When the dough is finished rising, transfer it to a large piece of parchment paper and roll it out to a 9- x 13-inch rectangle. Spread the filling on evenly, leaving an inch along one of the long sides so that the filling doesn't ooze out. Starting opposite of that end, roll up the dough like a jelly roll, sticking the baby in somewhere in the middle.
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5
Grease an empty 28-ounce can and place it in the center of a large baking sheet that's been lined with parchment. Gently wrap the dough roll around the can, seam side down, and pinch the ends well. Let rise for another half an hour.
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6
Preheat oven to 375u00b0 F. Once the cake has gone through its second rising, bake for 30 to 40 minutes, until the cake is a nice brown color. Remove the can as soon as the cake comes out of the oven. Let the cake cool completely before decorating.
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7
To make the glaze, whisk together the powdered sugar and milk. If the consistency is too thick for your taste, add more milk a little bit at a time until it reaches the desired consistency. Once the cake is out of the oven and cooled, pour on the the glaze and then decorate as you wish. For my decoration, I kneaded liquid food coloring into marzipan, rolled it out, and then cut out circles. If you'd like to go the traditional route and use standing sugar, you can either use store-bought or make your own by placing a few tablespoons of white sugar in a ziploc bag with a few drops of food coloring and shaking it up.
