King Cake

Every year I try to find the perfect King Cake recipe.  Usually the cake  is too bland and is overpowered by the bitter taste of the colored sugar.  I think I may have finally found the right balance of sweetness.  I found this recipe on the King Arthur Flour website, but made some changes to it.  Hurry and try it, you only have 3 more days!!!  
Laissez les bons temps rouler!

King Cake:
click here for printable version
adapted from King Arthur Flour

1/2 cup butter, melted
3/4 cup lukewarm milk
2 eggs + 1 egg yolk, white reserved
3 1/2 cups flour
1/2 cup sugar
1/4 nonfat dried milk powder
1 1/4 teaspoons salt
2 1/2 teaspoons instant yeast
1/4 teaspoon nutmeg
1/2 teaspoon cinnamon
1 teaspoon grated lemon rind

8 ounce package cream cheese
1/2 cup sugar
3 tablespoons flour
1 egg, beaten
2 teaspoons vanilla

2 cups powdered sugar
pinch of salt
1 teaspoon vanilla
2 tablespoons + 1-2 teaspoons milk, you want the icing to be a thick pourable glaze

yellow, purple and green sprinkles

Spray a baking sheet with nonstick spray.  
Using a stand mixer, mix all of the ingredients together to form a smooth dough.  Allow the dough to rise for 1 hour, covered.  
Transfer the dough to a lightly greased surface.  Pat into a 24 x 6 inch rectangle.  
Beat together the cream cheese, sugar, flour, egg and vanilla.  Beat until smooth.
Put the filling down the center of the dough.
Fold up each edge to meet at the top; roll and pinch the edges together to seal the filling inside.  
Place the log of dough onto the baking sheet seam side down.  Pinch the ends together to make a circle.  I used a measuring cup in the middle to keep the dough from baking together.
Cover and let rise for 1 hour.  Preheat the oven to 350 degrees.
Whisk the reserved egg white with 1 tablespoon water.  Brush over the dough.  Bake the cake for 20 minutes, then lightly tent with foil and back for 25 minutes more.  
Remove from the oven and let cool on a rack.
When the cake is cool, beat all of the icing ingredients together.  Add the final 1-2 teaspoons milk to make the icing pourable, but not too thin.  Pour over the cooled cake and sprinkle with the colored sugar.