Bloom the yeast: In a small bowl, stir warm milk and a pinch of sugar into the yeast. Let it sit 5–10 minutes until foamy.

Mix the dough: In a large bowl, combine flour, sugar, and salt. Whisk the eggs, yogurt, melted butter, orange zest, and vanilla into the yeast mixture, then pour into the dry ingredients. Stir until a shaggy dough forms.

Knead to glow: Turn the dough onto a lightly floured surface and knead 8–10 minutes until smooth and elastic.

First rise: Place dough in a greased bowl, cover with a towel, and let rise in a warm spot for 1 to 1 1/2 hours until doubled.

Shape and fill: Punch down the dough, roll it into a large rectangle, sprinkle with filling, and roll tightly into a log.

Form the ring: Coil the log into a ring, pinching ends to seal, and let rise another 30–40 minutes.

Preheat oven to 350°F. Brush the ring with melted butter and bake 20–25 minutes until golden.

Cool 10 minutes, then whisk powdered sugar with milk and vanilla until pourable. Drizzle over the warm cake and sprinkle with colored sugars.