KING CAKE

Steps:

• For the cake: Add the flour, yeast, sugar, salt, cinnamon and nutmeg to the bowl of a stand mixer fitted with the dough hook. Scrape in the vanilla bean seeds. Add in the melted butter, 2 of the eggs and the milk.
• Combine on low speed until all the ingredients are incorporated, about 2 minutes. Increase the speed to medium and mix until the dough is elastic, smooth and pulls away from the sides of the bowl, 8 to 10 minutes. (If you are in a more humid climate, you may need to add a little more flour, a couple tablespoons at a time, to reach the desired consistency.) Transfer the dough to a large, greased bowl. Cover with plastic or a damp kitchen towel and allow to rise until it doubles in size, 60 to 90 minutes.
• Meanwhile, prepare the filling: In a small bowl, add the cream cheese and sugar and stir until incorporated. Place the jam in a small microwave-safe bowl and warm in the microwave until it's a spreadable consistency, 10 to 15 seconds. Set aside.
• Once the dough has doubled in size, punch it down, then tip it onto a floured work surface. Lightly roll it to a 24-by-6 inch rectangle. Use a rubber spatula to smear the cream cheese mixture on the dough, leaving a 1-inch border on all sides. Spoon the jam on top and smear in an even layer. Roll the dough lengthwise to create a tight cylinder.
• Transfer to a large parchment-lined baking sheet. Form the dough into a ring, seam-side down, and pinch together. Cover with plastic or a clean dish towel and let rise until puffy and springy to the touch (the dough will bounce back from a finger indention), 30 minutes.
• While the dough is rising, place an oven rack in the center of the oven and preheat to 350 degrees F. In a small bowl, whisk the remaining egg.
• When ready to bake, brush the egg wash lightly all over the dough. Bake until golden brown all over, about 35 minutes. Let cool completely.
• Prepare the glaze: Sift the confectioners' sugar into a medium bowl. Add the milk and vanilla extract and whisk until smooth.
• Once the cake has cooled, it's the perfect time to insert the small plastic baby from the bottom of the cake (to conceal its whereabouts!). Pour the glaze on top of the cake, then, while the glaze is still wet, sprinkle with green, yellow and purple sanding sugar in sections. Serve at room temperature.