01 - In a large bowl, whisk the warm milk and yeast. Let sit for 5 minutes until foamy.
02 - Add sugar, melted butter, eggs, salt, nutmeg, and cinnamon to the yeast mixture. Mix well to combine.
03 - Gradually add flour, mixing until a soft dough forms. Knead for 8–10 minutes until smooth and elastic.
04 - Place dough in a greased bowl, cover, and let rise in a warm place for 1 hour or until doubled in size.
05 - In a medium bowl, beat cream cheese, powdered sugar, and vanilla until smooth and creamy.
06 - Punch down the risen dough and roll out on a floured surface into a 10x20-inch rectangle.
07 - Spread the cream cheese filling evenly over the dough, leaving a 1-inch border around the edges.
08 - Roll up the dough tightly, starting from the long side, pinching the seam to seal. Form into a ring and pinch ends together. Place on a lined baking sheet.
09 - Cover the dough ring and let rise again for 45 minutes until puffy.
10 - Preheat oven to 350°F.
11 - Whisk egg and milk together. Brush the egg wash evenly over the entire cake.
12 - Bake for 25–30 minutes until golden brown. Cool completely on a wire rack.
13 - Whisk powdered sugar, milk, and vanilla until smooth and pourable.
14 - Drizzle icing over the cooled cake. Immediately sprinkle purple, green, and gold colored sugars in alternating sections while the icing is wet.
15 - Optional: Insert a small plastic baby or dried bean into the cake from the underside after baking.