You will need
FOR DOUGH (this makes enough for two)
1 envelope dry yeast
1/4 cup warm water
1/2 cup milk
1 cup butter
1/2 cup sugar
5 egg yolks
4 cups flour
FOR FILLING (x2 if desired)
8 oz cream cheese
1/4 cup sugar
1 tsp vanilla extract
1 egg yolk
1ish tbsp milk
FOR GLAZE
1/4 cup butter
1 cup confectioner's sugar
1 to 2 tbsp milk
OTHER
cinnamon/sugar blend
sprinkles/colored sugar crystals/whatever other decoratives
uncooked bean, pecan, or plastic baby
OK, HERE WE GO
1. Make your dough:
Combine yeast, warm water, 1 tsp flour and 1 tsp sugar. Set aside in a warm place until other ingredients are mixed. Yeast should show signs of life by this time.
Boil milk, stir in butter and sugar. Remove from heat and pour in bowl. Wait for steam to stop rising. Beat in yeast and egg yolks. Beat in 2 cups of flour and continue to add until the dough forms a ball. Knead for 10 mins or so, or until elastic. (Add more flour while kneading if stickiness persists.)
Grease a bowl well, and turn the ball of dough in the bowl a couple times. Set the dough, in the bowl and covered with a cloth, in a warm place until it has doubled in size (1.5 to 2 hours)
Pat down the risen dough, cover with a wet cloth, plastic wrap on top of the cloth, and leave in refrigerator overnight.
2. Prepare your dough (next day)
Remove 1/2 dough from fridge with floured hands, and roll it into a 24-30 inch "snake" on a well-floured surface. With a floured rolling pin, roll your snake into a 6" by 30" rectangle.
3. Stuff that bitch!
Combine cream cheese, sugar, vanilla, egg yolk, and milk for filling, until smooth. (Save the white from the egg)
Brush a line of egg white down the middle of your dough rectangle, and sprinkle generously with cinnamon sugar.
Spoon your filling along the length of the dough, on top of the cinnamon sugar. Fold one edge of the rectangle over to cover the filling, brush the top with egg wash. Brush the inside of the other edge with egg wash, and fold this on top of the first edge. You should now have a long tube of dough with filling inside and a seam on top.
4. Bake
Butter a cookie sheet. Transfer your dough tube, seam down, onto this sheet and form a circle, pinching the ends together.
Place this cookie sheet, covered by a cloth, in a warm place until the dough has doubled in bulk. Poke several small holes in the top of the dough.
Bake at 350 degrees for 25-30 mins or until golden brown. Remove and cool.
5. Double Stuff! (optional but totes recommended)
Mix up another batch of the cream cheese filling (may need more milk for slightly thinner results) and inject filling into the center of the cooked dough at strategic intervals. Our Cajun injector worked nicely.
6. Finish
Melt 1/4 cup butter on the stove, stir in 1 cup conf. sugar and enough milk to make a gel-like texture. Spoon this glaze on top of the cake. Finish with sprinkles, etc.
Push your bean, pecan, or plastic baby through the bottom of the cake and remember where you put it so you don't have to make the next one of these pains in the ass.