ACTIVATE THE YEAST: In a small bowl, mix the warm milk, sugar, and yeast. Let it sit for about 5 minutes until foamy. If it doesn’t foam, start with a fresh batch of yeast.
PREPARE THE DOUGH: In a large mixing bowl, combine the flour and salt. Make a well in the center and add the yeast mixture, melted butter, eggs, vanilla, and orange zest. Stir until a shaggy dough forms.
KNEAD AND LET IT RISE: Turn the dough onto a lightly floured surface and knead for about 8-10 minutes until smooth and elastic. If using a stand mixer with a dough hook, knead for about 5 minutes on medium speed. Place the dough in a greased bowl, cover it with a towel, and let it rise in a warm place for about 1 ½ hours or until doubled in size.
SHAPE THE BREAD: Once risen, punch down the dough and divide it into three equal parts. Roll each section into a long rope, about 14 inches in length. Braid the ropes together, tucking the ends under. The bread can be shaped as a long braided loaf or formed into a circular wreath. Both styles create a beautiful presentation and allow the dyed eggs to nestle into the dough.
ADD THE SMALL DYED EGGS: Gently press the small raw dyed eggs into the folds of the braid. These eggs will cook as the bread bakes, resulting in perfectly hard-boiled eggs.
EGG WASH AND BAKE: Preheat the oven to 350°F (175°C). Brush the bread with an egg wash made from the egg yolk and milk. Sprinkle with sprinkles if using. Bake for 25-30 minutes, or until golden brown and fully baked.
COOL AND SERVE: Let the bread cool slightly before serving. The eggs will be cooked through, and the bread will be soft and fragrant.