Activate the yeast: In a large bowl, whisk warm milk with 1 tablespoon of the sugar. Sprinkle the yeast on top and let it sit 5–10 minutes until foamy. If it doesn’t foam, start over with fresh yeast.
Mix the dough: Add remaining sugar, eggs, vanilla, zest, salt, and cinnamon to the yeast mixture.
Stir in 3 1/2 cups flour. Mix until a shaggy dough forms. Add the soft butter in chunks, kneading or mixing until incorporated, then add remaining flour as needed for a soft, slightly tacky dough.
Knead: Knead by hand 8–10 minutes (or 5–6 minutes in a stand mixer with dough hook) until smooth, elastic, and only slightly sticky.
Add flour sparingly to avoid a dry cake.
First rise: Place dough in a lightly oiled bowl, cover, and let rise in a warm spot until doubled, about 60–90 minutes.
Prepare filling: Stir brown sugar, cinnamon, and salt. Keep melted butter separate.
Shape: Turn dough onto a floured surface and roll into a 10x20-inch rectangle. Brush with melted butter, leaving a 1/2-inch border.
Sprinkle the cinnamon-sugar evenly.
Roll and braid: Starting from a long edge, roll tightly into a log. Pinch the seam to seal. Slice the log lengthwise into two long strands, exposing the layers.
Twist the two strands together with the cut sides facing up to show the spiral. Shape into a ring and pinch the ends together.
Second rise: Transfer the ring to a parchment-lined baking sheet. Cover loosely and let rise until puffy, about 30–45 minutes.
Preheat oven to 350°F (177°C).
Bake: Bake 25–32 minutes, until golden brown and set. If browning fast, tent with foil for the last 10 minutes. Cool on the pan for 15 minutes, then transfer to a rack.
Ice and decorate: Whisk powdered sugar, vanilla, salt, and just enough milk to make a thick, pourable glaze.
Drizzle over the warm (not hot) cake. Immediately sprinkle purple, green, and gold sugar in alternating sections so it sticks to the icing.
Add the trinket: If using a plastic baby or almond, gently tuck it into the underside of the cooled cake after icing. Do not bake plastic in the cake.
