Warm the milk until it is pleasantly warm to the touch, not hot. Stir in the sugar and yeast, and let it bloom for 5–10 minutes until foamy.

In a mixing bowl, whisk the melted butter, eggs, and vanilla until smooth. Add the foamy yeast mixture and stir to combine.

Add 2 cups of the flour and the salt. Mix until combined, then gradually add the remaining flour until a soft dough forms.

Turn the dough onto a lightly floured surface and knead for 6–8 minutes until smooth and elastic.

Place the dough in a lightly oiled bowl, cover with a clean towel, and let it rise in a warm spot until doubled, about 1 to 1 1/2 hours.

While dough rises, mix the filling: combine brown sugar, cinnamon, and softened butter into a paste.

After the dough has doubled, punch it down gently and roll it into a large rectangle about 12 by 18 inches.

Spread the cinnamon filling evenly, leaving a half-inch border.

Starting at the long edge, tightly roll the dough into a log. Pinch the seam to seal.

Coil the log into an oval or ring shape and place it on a parchment-lined baking sheet.

Cover and let the shaped cake rise for another 30–45 minutes until puffy. Preheat the oven to 350°F (175°C).

Bake for 20–25 minutes until golden brown and fragrant.

Cool slightly, then drizzle with vanilla glaze.

For the classic Mardi Gras look, tint small portions of the glaze purple, green, and gold.

If you hide a small plastic baby, wrap it first and tuck it into the cake after baking.