Mardi Gras King Cake

I made this cake as a request to my friend Andi, who had tried one that had been shipped here from New Orleans. It is traditionally baked during Mardi Gras, with a small plastic baby inserted somewhere in the dough. Whoever gets the slice with the baby in it is supposed to have good luck all year long.

Ingredients
2 packages dry active yeast
1/2 cup sugar
8 tablespoons unsalted butter, melted
5 egg yolks
1 cup warm milk
4 to 5 cups all-purpose flour
2 teaspoons salt
1 teaspoon ground nutmeg
1 teaspoon grated lemon zest
vegtetable oil
16 ounces cream cheese
2 1/2 cups powdered sugar
2 cans cherry pie filling
1/4 cup ground cinnamon
1/4 cup granulated sugar
Juice of one lemon
2 tablespoons milk
Purple, green and gold sugar sprinkles
Plastic baby toy (optional)

Directions
Combine the yeast, sugar, butter, and egg yolks in the bowl of an electric mixer fitted with a dough hook. Add the milk. With the mixer on low speed, beat the mixture for about 4 minutes to dissolve the yeast. In a separate large mixing bowl, combine the flour, salt, nutmeg, and lemon zest. Add this mixture to the yeast mixture. Mix on low speed until it lightly comes together, then increase the speed to medium and beat until the mixture pulls away from the sides of the bowl, forms a ball, and climbs slightly up the dough hook. Remove the dough from the bowl. Coat the dough with vegetable oil. Return the dough to the bowl and turn it to oil all sides. Cover the bowl with plastic wrap, set in a warm, draft-free place, and let rise until doubled in size, about 2 hours.

Meanwhile, in a small bowl, combine the cream cheese and 1/2 cup powdered sugar. Mix well. In another small bowl, combine the ground cinnamon and granulated sugar. In another small bowl, combine the remaining powdered sugar, lemon juice and milk. Mix well and set aside.

Turn the dough out onto a floured surface. Roll the dough out 30 inches long and 6 inches in diameter. Spread the cinnamon/sugar mixture across the center of the dough. Next, spread the cream cheese filling across the center of the dough. And finally, spread the cherry pie filling across the center of the dough. Bring the two long edges together and seal all sides completely. Using your hands shape the dough into a long cylinder and place on a greased baking sheet, seam side down. Shape the dough into a ring. Press the plastic baby toy into the ring from the bottom so that it is completely hidden by the dough. Cover the ring with a towel and place in a warm, draft free place. Let the dough rise for about 45 minutes or until the dough doubles in size.

Preheat the oven to 350 degrees F. With a sharp knife, make several slits around the top of the ring. Place in the oven and bake for 30 minutes, or until golden brown. Allow the cake to cool completely. Drizzle the cake with the sugar glaze. Sprinkle the cake with sprinkles, alternating colors. Cut the cake into individual pieces and serve.