Warm the milk until lukewarm and sprinkle the yeast over it with a pinch of sugar. Let bloom for 5 to 10 minutes until foamy.

In a large bowl, whisk the melted butter, sugar, eggs, vanilla, and orange zest until smooth and glossy.

Stir in the foamy yeast mixture. Add 2 cups of the flour, salt, and cinnamon; mix to combine.

Gradually add remaining flour, 1/2 cup at a time, until the dough pulls away from the sides and becomes soft and slightly tacky.

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

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

Punch the dough down gently and turn it out onto a floured surface. Divide into three equal pieces. Roll each piece into a 16-inch rope.

If adding a cream cheese filling: beat the softened cream cheese with 1/2 cup powdered sugar until silky. Spread a thin line of filling down the center of the middle rope before braiding.

Braid the three ropes loosely, pinching ends together, and shape into a ring on a parchment-lined baking sheet.

Tuck the plastic baby in the underside of the braid if using. Cover and let rise for 30 to 45 minutes until puffy.

Preheat oven to 350°F. Brush the braid with an egg wash (1 beaten egg with a tablespoon of water) for a glossy finish.

Sprinkle a light dusting of cinnamon and a few granulated sugar crystals.

Bake for 25 to 30 minutes until deep golden and hollow-sounding when tapped.

Cool for 10 minutes. Whisk powdered sugar with a few teaspoons of milk to create a pourable glaze and drizzle over the warm cake.

While glaze is still wet, sprinkle purple, green, and gold sugars in alternating sections.