Warm about 1/2 cup of the Whole Milk to roughly 100–110°F (lukewarm) and stir in 1 tablespoon of the Granulated Sugar and the Active Dry Yeast. Let sit 5–10 minutes until foamy.
In a large bowl whisk together 3 1/2–4 cups of All-Purpose Flour and 1 teaspoon of Salt. Make a well in the center.
Beat 2 large Eggs with 2 teaspoons of Vanilla Extract and 1 teaspoon of Lemon Zest, then add to the flour with the yeast-milk mixture.
Add about 3 tablespoons of melted Unsalted Butter and knead until a smooth, elastic dough forms (8–10 minutes by hand, 5–7 minutes in a stand mixer). If the dough is sticky, add a little more flour, a tablespoon at a time.
Cover the dough and let it rise in a warm spot until doubled in size, about 60–90 minutes.
Punch the dough down and divide into 6–8 equal portions. On a lightly floured surface roll each portion into a long rope, then press or roll each rope into a strip about 1/4-inch thick and 18–24 inches long.
Preheat your oven to 375°F (190°C). Lightly brush a clean rolling pin or a metal cylinder (or an oven-safe spit) with Neutral Oil so the dough won’t stick.
Wrap each dough strip around the greased cylinder in an overlapping spiral, pressing the edges gently to seal. Brush the shaped dough generously with melted butter, then roll the outside in additional Granulated Sugar so it sticks — the sugar will caramelize in the oven.
Place the cylinders on a baking sheet (or rack) so air can circulate, and bake in the preheated oven for 20–30 minutes, turning every 5–7 minutes, until the crust is deep golden and the sugar has caramelized into a glossy shell.
When done, remove from the oven and slide the cakes off the cylinders while still warm. If desired, brush again with a little extra Unsalted Butter and roll in more Granulated Sugar or toppings of your choice.
Let cool briefly so the interior sets but serve warm for the best crisp center-to-soft crumb contrast.
