In a large bowl, pour the warm milk, sprinkle in the yeast and one tablespoon of granulated sugar, and stir gently. Allow to rest for 5 to 7 minutes until frothy.

Stir in melted butter, remaining sugar, eggs, and vanilla extract until well combined.

Gradually add flour and salt, mixing until a shaggy dough forms.

Turn the dough out onto a floured surface and knead for 6 to 8 minutes until elastic. Alternatively, use a stand mixer with a dough hook.

Place the dough in an oiled bowl, cover with plastic wrap, and let it rise in a warm place for 1 to 1.5 hours or until doubled in size.

Deflate the dough gently, roll it into a 12x18 inch rectangle.

In a small bowl, mix brown sugar and cinnamon, then sprinkle over the dough evenly.

Starting from the long edge, roll the dough tightly into a log and transfer to a parchment-lined baking sheet, forming a circle and pinching the seams.

Cover with a tea towel and let rest for 30 minutes.

Preheat oven to 350°F. Brush the dough with milk or beaten egg for a glossy finish.

Bake for 25 to 30 minutes until golden and hollow-sounding when tapped.

Transfer to a wire rack and cool slightly. Whisk together powdered sugar and milk or yogurt, then drizzle over the warm cake.

Sprinkle sanding sugars over the glaze while it's still warm.

Optionally tuck in the baby figurine beneath the cake or inside a slice before serving.