Step 1

Whisk milk and yeast in the bowl of a stand mixer (alternately, use a large bowl to knead by hand). Let sit until foamy, about 10 minutes. Whisk granulated sugar, salt, lemon zest, orange zest, and 3 eggs in a small bowl.

Step 2

Add milk powder, 2¾ cups flour, and egg mixture to yeast mixture. Mix with a wooden spoon until a shaggy dough forms. Transfer to stand mixer and fit with dough hook. Mix on medium speed until dough comes together but is still slightly tough, about 3 minutes. Increase speed to medium-high and add ¾ cup (12 Tbsp.) butter, 1 Tbsp. at a time (dough will look broken after each addition, but it will eventually come together), until dough is smooth, elastic, and very tacky but pulls away from sides of bowl, about 12 minutes. This may seem like a long time, but the texture of the bread improves with a long knead time. (Alternatively, knead dough on a lightly floured surface, adding 1 Tbsp. butter at a time, until smooth and elastic, about 12 minutes.)

Step 3

Lightly butter a large bowl. Scrape dough into bowl. Cover with plastic wrap and let dough rise in warm, draft-free area until doubled in volume, 35–50 minutes. This is one of those times when the visual cues outweigh whatever your kitchen timer says. If allowed to overproof, this dough will start to smell like alcohol and develop off flavors. Check it at 35 minutes: It should smell buttery and yeasty, and if it’s doubled, it’s done. If not, check again in 10 minutes.

Step 4

Gently deflate dough by lifting it up around the edges and letting it fall back into bowl, turning bowl and repeating if needed. Cover bowl tightly with plastic wrap and chill at least 12 hours and up to 1 day (an overnight rest works great).

Step 5

Butter cups of a standard 12-cup muffin pan. Transfer dough to a lightly floured surface and roll out to a 15x15" square. Sprinkle ½ cup pearl sugar evenly over, pressing gently to adhere. Starting on the side closest to you, lift dough with a bench scraper and tightly roll away from you into a log, brushing excess flour from the underside as you go. Press or roll log to an even thickness.

Step 6

Cut dough into 12 pieces, then cut each piece into thirds. Lightly press 3 pieces into prepared cup, arranging side by side in the 12, 8, and 4 o’clock positions. Repeat with remaining pieces. Place muffin pan in warm, draft-free area, then lay a sheet of plastic wrap or waxed paper over. Let dough rise until light and doubled (dough should rise almost 3" above top of muffin cups), 1–1½ hours.

Step 7

Position a rack in center of oven; preheat to 375°. Place muffin pan on a rimmed baking sheet. Beat 1 egg with 2 Tbsp. water in a small bowl. Gently brush egg wash over dough, being careful not to drip between dough and pan or bread might stick. Sprinkle remaining ¼ cup pearl sugar over dough.

Step 8

Bake brioche until deep golden brown, 20–25 minutes. Transfer pan to a wire rack and let cool 10 minutes. Remove brioche from pan and let cool on rack before serving.