Traditional Mardi Gras King Cake

For the Dough

1. Pour the water and milk into a bowl. Add 2 tsp of the sugar and mix to dissolve. Sprinkle the yeast over the top of the liquid, and let it rest for 5 minutes, until the yeast is foamy.
2. While the yeast is hydrating, cream the butter and remaining sugar in your stand mixer. Add the egg yolks, lemon zest, and nutmeg, and continue beating until the mixture is light and fluffy, 1-2 min.
3. In a small bowl, mix together 3 cups of flour and the salt.
4. Alternating, add some of the yeast mixture and some of the flour to the butter mixture, mixing well after each addition. Continue until both have been incorporated.
5. Switch your mixer to dough hooks and continue kneading the dough on medium speed. Add the remaining flour slowly, kneading to incorporate each addition, until a loose, sticky dough starts to form.
6. Turn the mixer to medium high speed and knead for 5 minutes, until the dough comes together in a smooth, glossy ball and starts to climb the sides of the dough hook.
7. Remove the dough from the bowl and place it into a clean, well-greased bowl. Turn the dough to coat it with grease. Cover the dough with plastic wrap or a damp tea towel and set it aside to rise in a warm, draft-free place until doubled, 1-1 ½ hours.

For the Filling

1. While the dough rises, make the filling. In a large mixing bowl, combine the filling ingredients. Beat with an electric hand mixer on low speed. Cover and set aside.

Putting It All Together

1. Line a baking sheet with parchment paper and grease the parchment.
2. Turn the risen dough out onto a lightly floured surface.
3. Roll the dough into a rectangle about 30 inches long and 6 inches wide.
4. Spread the filling lengthwise over the dough, leaving a 1 inch border at the top.
5. Starting at the bottom edge, roll the dough over the filling to create a long snake. When you reach the top of the dough, pinch the edge to seal it well.
6. Place the snake onto the prepared baking pan, shaping it into a ring, with the seam-side down.
7. Pinch the two ends together to create one, continuous circle.
8. Cover the ring with plastic wrap or your damp tea towel and place it in a warm, draft-free place to rise again until doubled, 30-45 minutes.

Baking the King Cake

1. Near the end of the rising time, preheat your oven to 350F.
2. Lightly brush the risen ring with milk.
3. Bake the king cake until it is golden and firm when lightly pressed, 40-45 minutes. (Check the bread after about 30 minutes to see if it is browning too quickly. If it is, lightly tent it with aluminum foil.)

Topping the King Cake

1. While the king cake is baking, make the icing. Combine 2 cups of powdered sugar, 2 Tbsp milk, and 1 Tbsp lemon juice in a medium bowl. Stir to blend well, adding more milk if the icing looks too stiff. (You want the icing to be spreadable, but not runny.)
2. When the king cake is done, remove it from the oven and gently spread the icing evenly over the top of the ring, letting it ooze down the sides.
3. Immediately sprinkle the colored sugar over the icing.
4. Let the cake cool for 30 minutes on the baking sheet before transferring it to a wire rack to cool completely.

Serving and Storing King Cake

1. The king cake is best served the same day it is made, but it can be stored, loosely covered, to be served within 48 hours.
2. If using, insert the king cake baby or pecan half into the king cake from the bottom of the ring before cutting and serving.
3. Store any leftover king cake in an airtight container on the counter for 2-3 days.