Combine milk, sugar, zest, eggs, egg yolks and butter. Mix on low speed and add nutmeg, salt, yeast and 5 cups of flour. Mix until dough comes together. (if too dry, add tbsp of water at a time; if too wet, add tbsp of flour)
Kneed dough for 5-6 min or until dough is smooth and elastic. Cover and allow to rise for one hour, or until doubled.
Meanwhile in a small saucepan combine raisins and enough water to cover. Bring to a boil, remove from heat and let soak 15 min. Drain and pat dry raisins. In a food processor combine raisins, cream cheese, brown sugar, flour and cinnamon. Pulse together until combined. (add in pecans and pulse if desired.)
Put dough on lightly floured surface and roll into a long rectangle (22x14). Spread filling over dough surface, leaving a 2 inch border. Roll dough into a tight log. Pinch seam shut and put on greased baking sheet with seam on bottom. Roll into ring with ends touching. Cover and let rise for another hour.
Preheat oven (while dough is rising) to 350 degrees. Bake for 45-55 min or until golden and cooked through. Transfer to wire rack to cool.
Serve with green, purple, and yellow icing or sprinkles.
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