In the bowl of your stand mixer with the beater blade attached, pour in the warm water and sprinkle the yeast packets on top.

Add the unsalted butter, milk and sugar. Allow to sit for a few minutes.

Add 2 cups of the flour, egg yolks, salt, lemon zest and nutmeg and mix until it comes together. Add in the remaining 2 cups of flour. Switch to the dough hook and process on medium speed for 6-8 minutes or until the dough is smooth and elastic.

Turn out the dough onto a lightly floured surface and knead by hand for 1-2 minutes. Transfer to a large, greased bowl, turning over the dough once to coat, then cover with a clean kitchen towel or plastic wrap and allow to sit in a warm location until it has doubled in size, about 1 hour.

Punch down the dough and turn it out onto a lightly floured surface. Roll the dough into a 16x10 rectangle. Combine the filling of cinnamon and sugar together and sprinkle over the dough leaving a ½ inch border.

Starting with the long end, roll up the dough jelly-roll or cinnamon roll style and pinch the ends to seal the seam. Place seam-side down on a greased baking sheet, forming the dough into a ring.

Cover and let rise until doubled in size, about 1 hour.

Preheat the oven to 375 and brush the beaten egg over the dough. Bake for 25-30 minutes or until golden brown. Cool completely on a wire rack.

Place the wire rack over a lined baking sheet for easier clean up. In a medium bowl, whisk together the powdered sugar with 1 tablespoon of water and the lemon juice to create the glaze. Add more water until it reaches a consistency where it can be drizzled over the cake.

Drizzle the glaze over the cake and then sprinkle sections of each color of sugar over the cake to created colored “wedges”.