Dough:

• 1 cup warm milk (110°F)
• 1/2 cup granulated sugar
• 2 packets (4 1/2 teaspoons) active dry yeast
• 1/2 cup unsalted butter, melted and cooled
• 5 large egg yolks
• 4 cups all-purpose flour (plus more for kneading)
• 1/2 teaspoon ground nutmeg
• 1/2 teaspoon salt
• 1 teaspoon vanilla extract
• 1 teaspoon grated lemon zest
• 1 egg (for egg wash)
• 1 tablespoon milk (for egg wash)
• 1 plastic baby or bean (optional for tradition)
• Green, purple, and gold colored sugar for decorating

Filling:

• 1/2 cup packed light brown sugar
• 1 tablespoon ground cinnamon
• 1/4 cup all-purpose flour
• 1/4 cup unsalted butter, softened

Glaze:

• 2 cups powdered sugar
• 3 tablespoons milk
• 1/2 teaspoon vanilla extract