Step 1

Combine flour, sugar, salt, yeast and milk in a mixing bowl and mix on low speed till it comes together.

Step 2

As dough comes together, add 1 egg at a time then add butter gradually.

Step 3

Continue to mix at medium speed till smooth and elastic. Do not overmix.

Step 4

Place in a clean bowl and wrap with plastic wrap, keep at room temperature and allow to double in size.

Step 5

When doubled, punch down to deflate, and wrap again to allow to rise again.

Step 6

At this point, make the cream cheese filling.

Step 7

Combine cream cheese, egg yolk, 1/8 cup sugar, 1 teaspoon vanilla extract, zest of 1 Lemon, and mix till smooth

Step 8

Roll dough to an even rectangle about ¼ inch thick.

Step 9

Cut into 2 lengthwise and pipe or spoon cream cheese filling on the upper 1/3 of each piece.

Step 10

Sprinkle with cinnamon sugar (1/2 cup sugar + 1tablespoon cinnamon) evenly.

Step 11

Roll each piece into a log and twist them together to form a braid.

Step 12

Shape into a ring sealing the ends well.

Step 13

Proof to double in size and bake in preheated oven @360*F for approx 20-25 minutes or till golden brown on the bottom surface. If top is golden brown and bottom is still not baked, cover the top with foil and turn oven down to 325*F.

Step 14

Allow to cool before glazing.

Step 15

Combine, 2 cups powder sugar, 1/2 cup milk, 1 teaspoon vanilla extract, and mix all ingredients till smooth and coat top of cooled cake. Allow glaze to dry before serving.