In a small bowl, combine the warm water, sugar, and yeast. Stir to remove clumps, and allow to sit in a warm place for 10 minutes. Your yeast will foam, and increase in volume.

In the bowl of your stand mixer, combine the sugar, flour, nutmeg, salt, and orange zest. Stir to combine, and then make a well in the center of the dry mixture. Add in the warmed milk, egg yolks, and proofed yeast. Using your dough hook, beat the bread dough until everything is combined. If the dough is too soft, and doesn’t start to ball up, add more flour 1 tablespoon at a time. Once you have a workable dough, mix in the butter tablespoon by tablespoon.

Turn the dough out on a lightly floured surface, and knead the dough until smooth and elastic. If the dough is too sticky, you add enough flour to keep it from sticking to your hands and the work surface.

Coat a large mixing bowl with non-stick oil spray. Place the dough ball in the bowl, and flop it around to coat it on all sides. Cover the bowl with a damp tea towel or plastic wrap, so it is touching the surface of the dough. Allow the dough to proof (double in size) in a warm, draft-free area. It will take about 1 1/2 hours for the dough to double in size.

After the dough has risen, turn it back out onto the floured board, and knead it lightly. Sprinkle 1 tsp of cinnamon across the surface of the dough, and then shape the dough into a ring. Place the dough on an ungreased baking sheet, and allow it to rest for about 30 minutes, covered with a damp tea towel, while you pre-heat the oven to 375°.

Remove the tea towel, and brush the top and sides of your dough with an egg wash. Bake your King Cake in a 375° oven for 25-30 minutes, until golden brown.

Allow the King Cake to cool on a wire rack before topping with a basic sugar glaze and decorating it with purple, green, and gold sugars.