01 - Combine lukewarm milk with 1 tablespoon of sugar and the yeast in a small bowl. Stir gently and let sit for 5-10 minutes until the mixture becomes foamy and active.
02 - Whisk together flour, remaining sugar, and salt in a large mixing bowl. Add the yeast mixture, melted butter, eggs, vanilla extract, and citrus zest to the dry ingredients.
03 - Mix until a soft dough forms, then turn onto a floured surface. Knead vigorously for 8-10 minutes until the dough becomes smooth, elastic, and springs back when pressed.
04 - Place the dough in a greased bowl, cover with plastic wrap or a clean towel, and let rise in a warm, draft-free area for 1 to 1.5 hours until doubled in size.
05 - Punch down the risen dough and divide into 3 equal pieces. Roll each piece into a 16-inch rope, then braid the ropes together. Form into a ring or leave as a straight braid, pinching ends to seal.
06 - Transfer the braid to a parchment-lined baking sheet. Gently nestle the dyed raw eggs into the braids, spacing them evenly. Cover and let rise for another 30-45 minutes until puffy.
07 - Preheat oven to 350°F while the dough completes its second rise.
08 - Whisk the egg yolk with milk to create an egg wash. Brush the bread generously with the mixture, being careful to avoid brushing the colored eggs. Add sprinkles if desired.
09 - Bake for 28-32 minutes until the bread achieves a deep golden brown color and sounds hollow when tapped on the bottom. Tent loosely with foil if browning too quickly.
10 - Transfer the bread to a wire rack and allow to cool completely before slicing or serving. The eggs nestled inside will be hard-cooked.