In a large bowl, dissolve yeast in warm water. Add ½ cup sugar, butter, milk, egg yolks, salt, lemon zest, nutmeg and 2 cups of flour. Beat until smooth. Stir in enough remaining flour to form a soft, sticky dough. Editor's Tip: Before you get started, test your yeast to make sure it's active enough to leaven your king cake.

On a floured surface, knead the dough until it's smooth and elastic, about six to eight minutes. Place the dough in a greased bowl, turning it once to grease the top. Cover it and let it rise in a warm place until it doubles, about one hour. Punch the dough down.

On a lightly floured surface, roll the dough into a 16x10-inch rectangle. Combine the cinnamon and remaining sugar and sprinkle the mixture over the dough to within ½ inch of the edges. Roll up the dough jelly-roll style, starting with a long side, and pinch the dough to seal the seam. Place the dough seam-side down on a greased baking sheet and pinch the ends together to form a ring. Cover and let rise until doubled, about one hour. Brush with egg.

Bake your king cake at 375°F for 25 to 30 minutes or until golden brown. Cool completely on a wire rack.

If you want to hide a toy baby—or another object, like a trinket, coin or dried bean—wait until after the cake is baked and cooled. Otherwise, the object could melt and ooze into your cake. Insert the baby from the bottom of the cake so that people won't be able to see where it is.

For the glaze, combine the confectioners' sugar, lemon juice and enough water to achieve your desired consistency. Spread the glaze over the cake and sprinkle with colored sugars.