In the bowl of a stand mixer, whisk together 3¼ cups flour, sugar, yeast, salt, and nutmeg. Add the milk, butter, eggs, and vanilla. Using the dough hook attachment, mix on medium-low speed until a smooth and sticky dough forms, about 15 minutes, scraping down the bowl a few times throughout mixing. The dough will be loose, almost like a stretchy cake batter. It should feel tacky but not stick to a clean finger when quickly touched. Add the remaining ¼ cup of flour if the dough is sticking to your finger after 15 minutes. Scrape the dough down into the bowl, cover, and let rise in a warm spot until doubled in size, about 1 hour.
On a lightly floured work surface, turn out the risen dough. Roll and stretch the dough into a 10x20-inch rectangle. Let it rest while you make the filling.
For the Filling:
In a small bowl, combine brown sugar, cinnamon, and butter, stirring until well combined. Spread the filling over the dough, leaving a ½-inch border on one long side.
Starting at the long side opposite the border, tightly roll up the dough into a log, pinching the seam to seal. Roll seam side down. Carefully transfer to a piece of parchment paper. Bring the two ends together to form a wreath, and pinch the ends together to create a wreath.
Place the wreath with the parchment paper on a rimmed baking sheet, reshaping the wreath into a circle, if needed. With scissors, cut the edge of the dough to allow expansion and prevent cracking as the dough rises. Loosely cover and let rise until doubled in size, 45 minutes to 1 hour.
While rising, preheat the oven to 350F.
When risen, use a sharp knife or kitchen shears to make cuts about a third of the way through, spaced 1 inch apart all around the outside of the dough ring.
Uncover and bake for 25 to 30 minutes or until golden brown. Let cool completely on the pan. Transfer to a serving platter.
For the Icing:
In a small bowl, whisk together confectioners’ sugar and milk until thick but spoonable. Spoon over the top of the cake, using the spoon to cover the top, and push the icing to drip down the sides. Decorate with alternating sections of green, purple, and yellow sugars.
Video
Notes
I highly recommend using a scale to measure your flour. However, if you don’t have a scale, be sure to fluff your flour with a spoon and then spoon it into your cups before leveling it off with a knife. This method is the best way to measure flour without overpacking the measuring cup.
Avoid over-mixing as you risk over-developing the gluten in the batter leading to a tough, dry, and dense king cake.
The eggs should be at room temperature to ensure they incorporate evenly into your batter without accidentally over-mixing. If you forgot to bring out your eggs, you could quickly bring them to room temperature by placing them in a large bowl and covering them with warm tap water for 5 minutes.
The time it takes for your dough to rise depends on the temperature of your kitchen. The ideal temperature for dough rising is 75 to 78F. When rolling the dough, make sure to do so tightly, or you might get gaps between the layers once baked.
Make sure the milk is between 110 to 120F as milk that’s too hot will kill the yeast.
Have fun with your King Cake flavors! Add some vanilla extract or citrus zest to the dough. Throw your favorite baking spices in the filling in place of cinnamon. Or, finely chop nuts or grate semisweet chocolate and sprinkle over the filling before rolling.
Another way of making this king cake is by braiding it. Divide the dough into three long strips before spreading with the cinnamon-sugar mixture. Roll the dough into logs, braid the three strips before shaping them into a wreath shape, and seal the edges.