How to make a New Orleans Mardi Gras King Cake

Mix + knead dough

In a small saucepan over low heat, warm milk to 105°F – 115°F. Remove from heat and sprinkle yeast over milk with one tablespoon of sugar. Let sit about 10 minutes until yeast froths. (If it doesn’t, start over, the yeast is bad.)

With a hand or stand mixer with a paddle attachment, cream shortening, butter, salt and granulated sugar on medium speed for 2 minutes. Beat in eggs one at a time, then vanilla, citrus zest and nutmeg. Beat in yeast mixture. 

Add two cups of flour with the mixer on low speed, then beat in the rest with a wooden spoon (or switch to dough hook). Turn out onto a lightly floured surface, and knead until smooth, silky and elastic, about ten minutes. Shape dough into a large round. Let dough proof in an oiled bowl, covered with a towel until it doubles in volume.

Shape your cake

Lightly press excess air out of the dough. Roll dough into a large rectangle, about 10 x 20 inches, using flour sparingly. Cut into three sections lengthwise. Brush each with melted butter, and sprinkle generously with filling mixture. Roll each section up long side to long side. Should look something like this:

Pinch the ends of each roll, then pinch all three together at one end. Braid like hair (sorry), then pinch it off to seal the other end, and roll gently to lengthen. Shape into an oval and seal the ends together, tucking the seal underneath.

Use small oven-proof containers filled with dried beans or pie weights to support the oval shape (beans in ramekins work great). Let rest covered until doubled in size, about an hour.  Should look like this: 

Ready, set, bake!

Place on a baking sheet lined with greased parchment paper. Preheat oven to 350° F.

Bake at 350°F for 16-20 minutes, until the cake sounds hollow when tapped. Remove weights immediately and insert baby or the like into bottom of cake (don’t let anyone see). Cool completely on a rack.

For Frosting

In a mixing bowl, whisk powdered sugar with milk until it reaches a thick but pourable consistency (you may have to add more milk or sugar). Stir in vanilla.

In small bowls or plastic baggies, separate sugar into thirds, and tint by rubbing food coloring into granules with spoon or fingers. Drizzle frosting over cake, and decorate with alternating colors of the tinted sugar.