Preheat the oven to 200 degrees

Remove egg from fridge and place into a bowl of warm water for 5 mins to bring it up to room temperature.

Add warm milk, yeast and sugar to a bowl and stir with a fork or whisk. Let sit for 5-10 mins.

*If the yeast does not begin to bubble or grow in size, throw it out and start over*

After 10 mins, pour yeast mixture, eggs, melted butter into bottom of stand mixer or whisk by hand.

Mix until combined, then add flour, sugar, salt, and flour.

Mix until well incorporated.

Turn dough out onto a lightly floured surface and knead* for 5-7 mins.

After dough ball is nice and smooth, place 2 tbsp olive oil in the bottom of a large bowl and place dough on top. Cover and let rise in a warm place (preferably near the oven) for 60 mins.

After 60 mins, punch dough down to release the air.

Turn out onto a lightly floured surface and knead once again for 1-2 mins.

Roll the dough out into a large rectangle, about 20 inch long.

*Brush on softened butter, cinnamon and brown sugar. Cover the entire dough.

Sprinkle on pecans (this is optional)

Tightly roll the dough long ways.

If you need to use a bench scraper because your dough is sticking, use one.

Roll the dough similarly to a jelly roll.

Transfer to a parchment lined baking dish. Bring the two ends together in a circle or oval shape and seal with water or milk.

Cover and let rise for an additional 60 mins. Brush with milk before baking.

Bake in a 375 degree oven for 25-30 mins or until golden brown.

Let the cake cool for 15-20 mins.

To make the glaze, combine powdered sugar, milk or water and vanilla in a bowl. Stir until smooth. Icing should be thick but pourable.

Traditionally a plastic baby is added to the cake at this point. Cut a small slit into the inside or outer side of the dough and slide in the plastic baby.

Drizzle or pour glaze over the King cake. Sprinkle with green, yellow and purple sanding sugar.

Serve and enjoy