In a small bowl, combine warm milk, a pinch of sugar, and yeast. Let it proof for 5–10 minutes until foamy.

In a large mixing bowl, whisk together sugar, flour, and salt. Add softened butter, eggs, vanilla, and the proofed yeast. Mix until a soft dough forms.

Knead on a floured surface for 5–7 minutes until smooth and elastic. Place in an oiled bowl, cover, and let it rise in a warm spot for 1–2 hours or until doubled in size.

Prepare the filling by mixing brown sugar and cinnamon. Set aside melted butter in a small bowl.

Punch down the dough and roll it into a rectangle (about 12×18 inches). Brush with melted butter and evenly sprinkle the cinnamon sugar filling.

Roll the dough tightly from the long side, pinching the seam to seal. Shape into a large ring on a parchment-lined baking sheet.

Cover and let rise for another 45–60 minutes until puffy.

Preheat the oven to 350°F (175°C). Bake the king cake for 25–30 minutes or until golden brown.

Meanwhile, whisk together powdered sugar, milk, and vanilla to make a smooth icing.

Once the cake has cooled slightly, drizzle with icing and sprinkle generously with purple, green, and gold sugar. Insert the plastic baby into the cake bottom-side up.

Slice into 16 servings and enjoy the festive flavors.