If using dyed eggs, dye the eggs first so that they can fully dry. The easiest and cheapest option is to use one of those Easter egg dying kits that cost $1-2. Otherwise, use a coffee cup or something of similar size and depth. Add about a tablespoon of white vinegar and enough water to cover an egg, then add 10-20 drops of food coloring to it (the more you use, the darker the coloring). Add the egg and submerge for about 5 minutes, then set aside to dry.

Start the bread by heating the ½ cup of whole milk to around 100-110°F / 38-43°C. Stir in a spoonful of sugar from the ¼ cup of sugar and then add the 2 ¼ teaspoon (packet) of yeast. Set aside for 5-10 minutes until bubbly and frothy (if it doesn’t bloom, toss out and start again with fresher yeast). Melt the butter and set aside to cool slightly.

In a mixing bowl, combine 4 ½ cups of all-purpose flour, ½ teaspoon table salt, and zest from 1 orange. Whisk well to combine and set aside.

In the bowl of a stand mixer, or in a large mixing bowl, add the 3 eggs and remaining sugar. Whisk for a minute or two until the eggs are fully mixed and the sugar has been dissolved and combined. Squeeze in the juice from half of the orange, add the ¼ cup of melted butter, 1 teaspoon anise extract, and ½ teaspoon vanilla extract and whisk again to combine.

Pour in the bloomed yeast mixture and whisk together again. If using a stand mixer, attach the dough hook and add in all but about ½ cup or so of the flour mixture. Mix on low speed until the flour has mixed in, increasing the speed to medium and let it mix for 2-3 minutes. Stop and scrape down the sides of the bowl and add the remaining flour mixture. Start low again, scrape down the sides one more time, and increase to medium speed. Let the dough knead for another 5 minutes or so.

The dough will still be very sticky at this point. Turn the dough out onto a generously floured surface and cover the top with more flour. Finish kneading the dough by hand for 2-3 minutes until it feels smoother and barely sticky anymore, then form into a ball. Lightly oil a bowl and add the dough, turning to coat in the oil. Cover with plastic wrap or a damp kitchen towel and place in a warm, draft free place to rise until doubled in size, about 1.5-2 hours.

After the dough has doubled, punch down the dough and turn out onto a lightly floured surface. Weigh the dough and cut into 3 equal amounts or roll into a fat cylinder and estimate and cut into 3 equal pieces. Begin rolling and stretching each piece into a long rope, staying as even as possible in thickness. If the dough feels like it is resisting this process, let it rest for 5-10 minutes and try again (this allows the gluten to relax some).

Roll each strand about 22-24” long. Set the ends together on one side and pinch together. When making a 3-strand braid, begin with the left-most strand and cross it over the middle strand, then take the right-most strand and cross it over the new middle strand. Continue this process until you run out of room. Keep the braids somewhat loose so you can easily push the eggs between the braids later.

Line a half-sheet pan with parchment paper or a silicone bread mat. Gently transfer the braided dough onto the pan and form into a round wreath shape. Pinch the ends of the braid together. Gently pull the braids open slightly and slide a dyed egg in between the braids, making sure to stay towards the middle or inside of the braid so that the egg doesn’t roll off the top when rising. For a wreath shaped bread, 5 eggs look best. Cover again and allow to rise a second time, about 45 minutes, or until roughly doubled in size. This should also help lock the eggs into the dough.

When close to done with a second rise, preheat your oven to 350°F / 180°C. Whisk together one egg with a splash of water for the egg wash and brush onto the dough, being careful not to brush the dyed eggs which can cause the dye to run. Add nonpareils or sprinkles on top of the egg wash if using. Place it on the middle rack of the oven and cook for 30-35 minutes, until the top is nicely browned. Remove from the oven and cool on the pan for 5-10 minutes before moving to a cooling rack.

Slice and serve when fully cooled or still slightly warm.