In a small bowl, stir the warm milk with 1 tablespoon of sugar, then sprinkle the yeast on top. Let sit 5 to 10 minutes until foamy.

In a large bowl, whisk together melted butter, remaining sugar, eggs, vanilla, orange zest, and salt. Stir in the yeast mixture. Gradually add 3 1/2 cups flour, mixing until a soft dough forms.

Turn the dough onto a floured surface and knead for 6 to 8 minutes until smooth and elastic. Place in a greased bowl, cover with a warm towel, and let rise in a cozy spot for about 1 hour.

Combine brown sugar, cinnamon, softened butter, and nuts in a bowl. The mixture should be spreadable, like wet sand.

Punch down the dough and roll into a rectangle roughly 12 by 16 inches. Spread the filling evenly, leaving a small border. Roll tightly from the long side into a log, pinch the seam to seal, and form the log into a ring.

Cover the ring and let it rest for 20 to 30 minutes until slightly puffed.

Preheat oven to 350°F (175°C). Brush the ring lightly with milk or beaten egg and bake for 20 to 25 minutes.

Let cool for 15 minutes. Mix the powdered sugar glaze to pourable consistency and drizzle over the warm cake. Sprinkle colored sanding sugars while the glaze is still tacky.

Slice and serve warm.