In a small bowl, add the yeast and lukewarm milk and set aside to activate, about 5 minutes. It should look bubbly and happy.

In a small saucepan, melt the butter over medium-low heat.

In the bowl of a stand mixer fitted with the dough hook attachment, add the flour, salt, and sugar; stir to combine. Add the bubbly yeast mixture, melted butter, 2 of the eggs and, if using, the vanilla or lemon zest. Mix at low speed until a smooth dough forms, about 8 minutes.

Cover the bowl with plastic wrap or a tight-fitting lid and set aside in a warm spot until the dough has doubled in size, 30 minutes to 1 hour.

Preheat the oven to 320°F (160°C) on the convection (Umluft) setting and line a baking sheet with parchment paper or a silicone baking mat.

On a lightly floured work surface, using a bench scraper or a sharp knife, shape three logs of even thickness around 30 to 35 inches long and start braiding by off-setting the length of the logs by just about an inch. This is so you get a more seamless look by easily tucking the ends under without them meeting at exactly the same spot.

In a small bowl, whisk together the remaining egg and 3 tablespoons of milk. Brush on the egg-milk-mixture, sprinkle with pearl sugar (if using) and bake for 20 minutes on the middle rack. Then cover with aluminum foil and bake for 6 to 10 more minutes or until the bread springs back when you gently press on the thickest part of it.

Transfer to a cooling rack to cool for about 30 minutes before slicing and serving.