Step 1: Activate the Yeast
In a small bowl, combine the warm milk (110°F) with 1 tablespoon of the granulated sugar and the yeast. Stir gently and let sit for 5-10 minutes until foamy and bubbly. If it doesn’t foam, your yeast may be expired or your milk too hot – start over with fresh ingredients.

Step 2: Make the Dough
In the bowl of a stand mixer fitted with the dough hook (or a large bowl if mixing by hand), combine the flour, remaining sugar, salt, and nutmeg. Add the yeast mixture, melted butter, eggs, vanilla extract, and lemon zest. Mix on low speed for 2-3 minutes until a shaggy dough forms, then increase to medium speed and knead for 8-10 minutes until the dough is smooth, elastic, and slightly tacky but not sticky. If mixing by hand, knead on a lightly floured surface for 12-15 minutes.

Step 3: First Rise
Place the dough in a large, lightly greased bowl and turn it to coat all sides. Cover with a clean kitchen towel or plastic wrap and let rise in a warm, draft-free spot for 1.5 to 2 hours, until doubled in size. Pro tip: Place the bowl in your oven (turned off) with a pan of hot water on the bottom rack to create a perfect proofing environment.

Step 4: Prepare the Filling
While the dough rises, mix together the brown sugar and cinnamon in a small bowl. Set aside along with the softened butter.

Step 5: Roll and Fill
Once the dough has doubled, punch it down gently to release air bubbles. Turn it out onto a lightly floured surface and roll into a large rectangle, approximately 24 inches by 10 inches. Spread the softened butter evenly over the entire surface, leaving a ½-inch border on one long side. Sprinkle the cinnamon-sugar mixture over the butter, pressing it gently into the dough.

Step 6: Shape the Cake
Starting from the long side with filling all the way to the edge, tightly roll the dough into a log, keeping it as even as possible. Pinch the seam closed. Carefully transfer to a parchment-lined baking sheet and form the log into an oval ring, pinching the ends together firmly to seal. If desired, insert the plastic baby figurine from the bottom of the cake into the dough (warn guests to look for it before eating!).

Step 7: Second Rise
Cover the shaped cake loosely with a kitchen towel and let rise for 30-45 minutes until puffy and nearly doubled. Meanwhile, preheat your oven to 350°F.

Step 8: Bake
Bake the King Cake for 23-27 minutes, until golden brown and the internal temperature reaches 190°F. The cake should sound hollow when tapped on the bottom. Don’t overbake or it will be dry. Let cool completely on the baking sheet before decorating.

Step 9: Make the Glaze
In a medium bowl, beat together the powdered sugar, cream cheese, milk (start with 3 tablespoons and add more if needed for a pourable consistency), and vanilla extract until smooth and glossy. The glaze should be thick but pourable.

Step 10: Decorate
Drizzle or spread the glaze over the cooled cake, working quickly before it sets. Immediately sprinkle the colored sugars in alternating bands of purple, green, and gold around the entire cake, covering the glaze completely. Let the glaze set for 15-20 minutes before slicing.