In a large bowl, dissolve yeast and white sugar in warm milk.
Let stand until creamy, about 10 minutes.· 10m
Stir the egg yolks and melted butter into the milk mixture.
In a separate bowl, combine the flour, salt, nutmeg and lemon zest.
Beat the flour mixture into the milk/egg mixture 1 cup at a time. When the dough has pulled together, turn it out onto a lightly floured surface and knead until smooth and supple, about 8 minutes. Lightly oil a large bowl, place the dough in the bowl and turn to coat with oil.· 8m
Cover with a damp cloth and let rise in a warm place until doubled in volume, about 2 hours.· 120m
In a small bowl, combine the cream cheese and 1/2 cup confectioners' sugar.
Mix well. In another small bowl, combine the remaining 2 cups confectioners' sugar, lemon juice and 2 tablespoons milk.
Mix well and set aside. Turn the dough out onto a floured surface.
Roll the dough out into a 6x30 inch rectangle.
Spread the cream cheese filling across the center of the dough.
Bring the two long edges together and seal 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 baby into the ring from the bottom so that it is completely hidden by the dough.
Place a well-greased 2 pound metal coffee can the center of the ring to maintain the shape during baking.
Cover the ring with a towel and place in a warm place to rise until doubled in size, about 45 minutes.· 45m
Meanwhile, preheat oven to 350 degrees F (175 degrees C).
Bake in preheated oven until golden brown, about 30 minutes.· 30m
Remove the coffee can and allow the bread to cool.
Drizzle cooled cake with lemon/sugar glaze and decorate with candy sprinkles.