How to Make King's Cake
To make king's cake, start by mixing scolded milk, butter, yeast, water, sugar, egg, salt, nutmeg, and flour to make the dough. Then, knead the dough, and let it rise for 2 hours before dividing it in half. Next, combine cinnamon, chopped pecans, flour, and melted butter to make the filling, and roll out each half of the dough. When you're done, spread the filling over each piece of dough, roll the halves up, and fold the tubes into a circle. Finally, bake the cakes at 375 degrees Fahrenheit for 30 minutes, and pour icing over them while they're still warm.
Scald the milk. Pour the milk into a heavy-bottomed pan. Place it on the stove and heat it over medium heat, stirring frequently. You are close when the milk starts to steam. Keep heating and stirring it until it bubbles. Let it cool to 110°F (45°C). Stir in the butter, then let it cool to room temperature. Cut the butter into smaller pieces first, so that it melts faster. Add it to the scalded milk and give it a stir. Keep stirring until the butter melts. Set the milk and butter mixture aside so that it can cool. Mix the yeast, water, and sugar together. If you have not already, heat some water to 110°F (45°C). Pour it into a mixing bowl, then add the yeast and sugar. Give the mixture a stir. Let the yeast mixture stand for about 10 minutes. It is ready when it starts to turn creamy and bubbly. Pour the cooled milk mixture into the yeast mixture. By now, the scaled milk should have cooled down to room temperature. Pour it slowly into the yeast mixture, and give everything a stir. Whisk in the eggs, then the sugar, salt, and nutmeg. Add the eggs in first. Give the mixture a brief stir to mix them in, then add in the granulated sugar, salt, and nutmeg. Keep stirring until everything is mixed in and no streaks remain. It is best if you use freshly-ground nutmeg. If you can't get any nutmeg to grind freshly, you can use the store-bought kind. Add the flour 1 cup (100 grams) at a time. Pour in 1 cup (100 grams) of flour, and give the batter a stir with a rubber spatula. Keep adding in the flour, 1 cup (100 grams) at a time, stirring after each addition. At the very end, stir in the final ½ cup (50 grams) of flour. Knead the dough on a lightly-floured surface until it turns smooth and stretchy. Spread some flour across a flat, smooth surface. Turn the dough out onto the flour. Start kneading and turning the dough. As you continue to work it, it will start to come together. It will take about 8 to 10 minutes before it is smooth and stretchy. Place the dough into an oiled bowl. Grease the inside of a large bowl with some oil. Place the dough into the bowl, then cover it with plastic wrap. Set it down some place warm, and wait until it rises and doubles in size. This will take about 2 hours. Punch the dough, then divide it in half. Once the dough is twice the size it was, peel away the plastic wrap. Ball your fist and give the dough a good smack to deflate it. Cut or tear the dough in half. This will make two cakes. Preheat your oven to 375°F (190°C). Cover two baking sheets with parchment paper. If you don't have any parchment paper, lightly grease the baking sheets instead. Prepare the filling. Pour the brown sugar into a mixing bowl. Add the ground cinnamon, chopped pecans, and flour. Stir the melted butter into the filling until it turns crumbly. Add ½ cup (75 grams) of raisins, if desired. Roll the dough out into rectangles. Turn the dough out onto a lightly-floured surface. Roll each ball of dough into a rectangle that roughly measures 10 by 16 inches (25 by 40 centimeters). Sprinkle the filling evenly across each rectangle. Use a spoon to scoop up the filling and distribute it across each rectangle. Try to cover the rectangles as evenly as you can, from edge to edge. Roll the rectangles up, lengthwise. Pick up one of the long edges of your first rectangle. Start rolling it towards the other end to form a tight, 16-inch (40-centimeter) long tube. Repeat this step for the other rectangle as well. Fold each tube into an oval. Bring both ends of your tube together to form a ring. Overlap them slightly and run your fingers over the seam to seal it. Transfer the ring to the baking sheet and shape it into an oval. Repeat this step for the other tube and baking sheet. Add slits into the rings. Use a pair of scissors to cut slits ⅓ of the way deep into the rings. Leave about 1 inch (2.54 centimeters) of space between each slit. This will give the cakes some texture and make them more crown-like. Let the dough rise until it doubles in size. This should take about 45 more minutes. Remember to keep it some place warm and not too cold. Bake the cakes for 30 minutes. If your oven is small, you will need to bake the cakes on two separate racks. Halfway through the baking, switch the racks that the cakes are on. This way, they will bake evenly. Push a small, plastic, baby doll into the bottom of each cake. You don't have to do this, but it's what makes the cake traditional. The person who finds the plastic baby typically has to host the next party. Some traditions say that he or she has to make the next cake. If you can't find a baby figurine, or don't want to use one, try an orange wedge or a pecan half instead. They are edible and less likely to hurt someone's teeth! Place the cakes onto serving dishes. If you want to, you can use a cardboard cake platter instead. Gold would go especially well with the Mardi Gras theme, and even more so considering that this is a King's cake. Prepare the icing. Pour 1 tablespoon (15 milliliters) of warm water into a mixing bowl. Stir in the powdered sugar. Keep stirring until all of the water is absorbed and the powdered sugar turns fluid. The icing should be thick enough to coat the back of a spoon. If it's too thick or too dry, add another tablespoon (15 milliliters) of water. Pour the icing over the cakes while they are still warm. Use a soup or sauce ladle to scoop up the icing and pour it in a thick, generous layer onto the cake. Avoid getting any icing in the empty middle, however! Sprinkle the cakes with purple, green, and gold sugar. Try to sprinkle the sugar on in even bands of purple, green, and gold. The bands can be as thick or as thin as you'd like. You can use a thick, generous sprinkling of sugar or just a delicate dusting. If you can't find any gold sugar, use yellow instead. 
Scald the milk. Stir in the butter, then let it cool to room temperature. Mix the yeast, water, and sugar together. Let the yeast mixture stand for about 10 minutes. Pour the cooled milk mixture into the yeast mixture. Whisk in the eggs, then the sugar, salt, and nutmeg. Add the flour 1 cup (100 grams) at a time. Knead the dough on a lightly-floured surface until it turns smooth and stretchy. Place the dough into an oiled bowl. Punch the dough, then divide it in half. Preheat your oven to 375°F (190°C). Prepare the filling. Roll the dough out into rectangles. Sprinkle the filling evenly across each rectangle. Roll the rectangles up, lengthwise. Fold each tube into an oval. Add slits into the rings. Let the dough rise until it doubles in size. Bake the cakes for 30 minutes. Push a small, plastic, baby doll into the bottom of each cake. Place the cakes onto serving dishes. Prepare the icing. Pour the icing over the cakes while they are still warm. Sprinkle the cakes with purple, green, and gold sugar. 