Celebrate Mardi Gras by making your very own king cake from scratch -- the homemade version is so much better than anything you'll find at the supermarket. From proofing your dough to hiding the lucky toy baby inside, we'll show you how to do it all. With a texture like brioche, this lightly sweetened cake is filled with a cinnamon swirl and topped with festive colored sugars that represent justice, faith and power.
1 plastic King Cake baby (available at party-supply stores or online)
For the cake: Warm the milk in a small saucepan over low heat until a thermometer registers 100 to 110 degrees F. Pour the milk into the bowl of a stand mixer fitted with the paddle attachment and sprinkle the yeast over the top. Mix on low to combine.
Add 1/2 cup of the flour and the egg yolks and beat on medium to combine. Sprinkle the remaining 2 cups flour evenly over top. Do not mix. Cover tightly with plastic wrap and set aside undisturbed at room temperature until the yeast has risen slightly under the flour, 90 minutes.
Add the 2 whole eggs, granulated sugar, lemon zest, salt, and nutmeg and beat on medium speed until a shaggy dough forms, about 1 minute.
With the mixer on low speed, slowly add the melted butter to make a smooth, sticky dough. Transfer the dough to a lightly buttered large bowl and cover tightly with plastic wrap. Let rise in a warm place until doubled in size, about 3 hours.
Turn the dough out onto a lightly floured surface and knead briefly. Form into a ball and return to the bowl. Cover tightly with plastic wrap and refrigerate for at least 8 hours and up to overnight.
For the filling: Add the butter, sugar, cinnamon, and salt in a small bowl and mix into a smooth paste.
On a floured surface, roll the dough into a 20-by-7-inch rectangle, with the long edge facing you. Spread the filling in an even layer over the dough, leaving a 1 1/2-inch border along all sides. Brush the long edge furthest from you with water. Roll the dough away from you into a long, tight cylinder.
Transfer the roll seam-side down to a parchment-lined baking sheet. Brush one end with water and place the ends together, slightly overlapping to form a ring. Cover loosely with plastic wrap and set aside in a warm place until the doubled in size, about 2 hours. Preheat the oven to 350 degrees F.
Bake the cake until firm and golden brown, about 40 minutes. Transfer the cake to a rack set on top of a baking sheet and let cool completely.
Flip the cake over and use a paring knife to cut a small slit into the bottom. Insert the plastic baby into the hole and arrange the slit so that it covers the baby. Flip the cake back over.
For the glaze: Add the confectioners' sugar and 2 to 3 tablespoons water to a medium bowl and whisk until smooth (if necessary, add up to 2 more tablespoons water to achieve the correct consistency). Brush a thick band of the glaze over the cake and immediately sprinkle with purple sugar. Repeat, alternating the sugar colors, until the entire cake is covered.
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