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1
Place the milk and the pinch of sugar in the bowl of a stand mixer fitted with a dough hook and sprinkle the yeast on top.
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2
Set aside to rest until the mixture bubbles, about 5 to 10 minutes.
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3
(If the mixture doesnt bubble, either the milk was not at the correct temperature or the yeast was old.)
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4
Coat a large bowl with vegetable oil and set aside.
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5
Add the sugar, salt, and zest to the milk mixture and mix on low speed to combine.
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6
Add the egg yolks and mix until evenly incorporated.
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7
Add the bourbon, orange juice, and almond extract and continue mixing.
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8
Add the flour and nutmeg little by little until the dough is moistened throughout and starts to come together.
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9
Knead on medium speed until the dough pulls away from the sides of the bowl, forms a ball, and is smooth and elastic, about 5 minutes.
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10
Add the butter piece by piece, letting each fully incorporate before adding the next.
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11
Place the dough in the oiled bowl, turn to coat with oil, cover with a damp cloth, and let sit in a warm area until doubled in size, about 1 hour.
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12
When the dough has doubled in size, punch it down, cover, and let rise until doubled in size again, about 1 hour.
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13
(Alternatively, you can place it in the refrigerator overnight to rise, about 12 to 16 hours.
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14
Be sure to let it sit at room temperature for 10 to 15 minutes before rolling.)
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15
Place the nuts in the bowl of a food processor fitted with a blade attachment and pulse until coarsely chopped, about 5 pulses.
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16
Add the remaining ingredients and pulse until you have a coarse meal, about 5 more pulses.
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17
Line a baking sheet with parchment paper and set aside.
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18
Roll the dough into a 28-by-8-inch rectangle.
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19
Leaving a 1-inch perimeter at the top and bottom (the short sides), spread the filling out along the whole length of the dough.
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20
Whisk together the egg yolk and milk until evenly combined.
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21
Brush the exposed perimeter of the dough with the egg wash, fold the long sides of the dough over the filling to form a long cylinder, and pinch the edge to seal.
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22
Place the cake seam side down on the baking sheet, form into a ring, and pinch the ends of the dough together to form a circle with about a 3-inch hole in the middle.
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23
As needed, press on the circle so that the filling is evenly distributed within the dough.
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24
Cover the cake loosely with a damp towel and set aside to rise until doubled in volume, about 60 minutes.
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25
Meanwhile, heat the oven to 350 degrees F and arrange a rack in the middle.
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26
Just before baking, brush the remaining egg wash on the surface of the cake.
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27
Place in the oven and bake until the cake has puffed up, the crust is golden, and the underside is golden brown, about 30 minutes.
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28
Remove to a wire rack and let cool at least 1 hour.
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29
Hide the baby, if using, in the cake by pushing it up through the bottom of the cake, being careful not to push through the top of the cake.
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30
Stir together the powdered sugar, bourbon, and orange juice until evenly combined.
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31
Brush the cake with the icing and immediately decorate with the green, gold, and purple sugar.