Sweet Yeast Dough
 2 3/4 cups  all-purpose flour (You might not use all of this)
1/4 cup  granulated sugar
2 1/4 teaspoons (1 envelope) instant yeast
1/2 teaspoon salt
1/3 cup  whole milk
2 ounces unsalted butter
1/4 cup (2 fluid ounces) water
1 1/2 teaspoons pure vanilla extract
2 large eggs, at room temperature
 Lemon Sugar Filling
1/2 cup granulated sugar
Zest of three lemons
1 tablespoon finely grated orange zest
2 ounces unsalted butter, melted
 Tangy Cream Cheese Icing
3 ounces cream cheese, softened
1/3 cup  powdered sugar
1 tablespoon whole milk
1 1/2 tablespoons fresh lemon juice
 Make the dough:
 1. In the microwave heat the butter and the milk together until the  butter melts. Set aside to cool slightly. While it is cooling Mix two  cups of the flour with the yeast and the sugar in the bowl of a mixer.  Then add the water to the milk mixture and stir in the vanilla extract
 2. Pour the milk mixture over the flour mixer and stir until  combined. Turn the mixer on low speed and add the eggs one at a time,  mixing each egg until it is combined. Add another 1/2 of the flour and  the salt and mix till combined.
 3. Sprinkle the dough with 2 tbsp of flour and knead it with the  dough hook for 3 minutes. The dough will be sticky but should become  soft and smooth from the kneading.  Place  the dough in a large bowl,  cover it with plastic wrap, and let it rise  in a warm place  45-60  minutes or until doubled  in size.
 Make Ahead Tip: If you want to make the dough the  night before you bake it just gently deflate the dough after its first  rise, place back in the bowl and cover it with plastic. Stick it in the  fridge overnight (it will continue to rise, but at a much slower rate.  Plus you get added flavor in the bread from the benefit of a slow, cold  rise) The next day take the dough out and bring it to room temperature  before proceeding with the next steps. I like to cover my dough with a  damp piece of paper towel and stick it in my oven at the lowest  temperature until it is room temp.
 4. Mix the sugar, lemon zest, and orange zest. It will draw out the citrus oils and make the sugar sandy and fragrant.
 5. Preheat the oven to 350°F (175°C). Grease a 9″x5″ loaf pan or spray it will baking spray
 6. Forming the loaf: Deflate the dough with your hand. Flour a work  surface and roll the dough into a 20″ by 12″ rectangle.  This part is a  lot easier with a ruler on hand! Use a pastry brush to thickly coat the  dough with the melted butter
 7. Use a pizza cutter, pastry cutter, or a sharp knife to cut the  dough crosswise in five strips, each  about 12″ by 4″ (it might not be  this exact size, but try to make the five strips be equal sizes).  Sprinkle 1 1/2 tablespoons of the lemon sugar over the  first buttered  rectangle and gently press the sugar in. Top it with a second rectangle,  sprinkling  that one with 1 1/2 tablespoons of lemon sugar as well.  Continue to top  with rectangles and sprinkle, so you have a stack of  five 12″ by 4″  rectangles, all buttered and topped with lemon sugar.  
 8. Slice this new stack crosswise, through all five layers, into 6  equal  rectangles (each should be 4″ by 2″.) Carefully transfer these  strips  of dough into the loaf pan, cut edges up, side by side. it might  be a  little roomy, but the bread will rise and expand after baking.  Loosely  cover the pan with plastic wrap and let the dough rise in a  warm place  until puffy and almost doubled in size, 30 to 50 minutes.
 9.Bake the loaf for 20 minutes and then check to make sure that top  isn't browning too quickly. If it is, just cover the top of the loaf  with tinfoil and continue baking. My loaf took a little over 40 minutes  to bake completely. When done, transfer to a wire rack and let cool in  the pan for 10 to 15 minutes.
 10. Meanwhile, make the cream cheese icing.   Beat the cream cheese and powdered sugar in a medium bowl with a  wooden  spoon until smooth, then add the milk and lemon juice. Stir  until creamy  and smooth. Spread over the warm bread (you might want to  put some plastic wrap or parchment paper under the bread to catch the  drips)
 11. Eat!