Feb. 1, 2013: This is a fine-tuned, simplified, down-sized version of an earlier Portuguese Sweet Bread recipe on this site. It uses the same ingredients and produces the same bread, but the directions are clearer and the result more foolproof.
1) Combine the milk, butter, sugar, and salt in a microwave-safe cup, or in a saucepan. Heat to lukewarm, stirring to soften the butter. Set aside.
2) In a mixing bowl, the bowl of your stand mixer, or the bucket of your bread machine, combine the flour, yeast, and lemon zest; stir to combine.
3) Add the milk mixture, stirring first to make sure the sugar and salt aren't left in the bottom of the cup or pan.
4) Add the eggs, yolk, and vanilla. Mix and knead until the dough is cohesive and smooth; it'll be very sticky at first. If you're using a stand mixer, beat with the flat beater for about 3 minutes at medium-high speed; then scrape the dough into the center of the bowl, switch to the dough hook, and knead for about 5 minutes at medium speed. It will have formed a ball somewhat, but will probably still be sticking to the bottom of the bowl. If you're using a bread machine, simply let it go through its entire cycle, and skip to step 6.
5) Lightly grease the mixing bowl or a large (8-cup) measure, round the dough into a ball, and place it in the bowl or measure. Cover, and let rise until very puffy, about 1 1/2 to 2 hours. If you're using a bread machine and the dough hasn't doubled in size when the cycle is complete, simply let it rest in the machine for another 30 to 60 minutes.
6) Lightly grease a 9" round cake pan.
7) Gently deflate the dough, and round it into a ball. Place the ball in the prepared pan, and tent the dough gently with lightly greased plastic wrap. Or cover it with the cover of your choice; we use clear shower caps here in the King Arthur test kitchen.
8) Let the dough rise in the pan for about 2 hours, until it's nicely puffy. Toward the end of the rising time, preheat the oven to 350°F.
9) Mix the reserved egg white with 1 tablespoon cold water, and brush some onto the surface of the loaf; this will give it a satiny, mahogany-brown crust.
10) Bake the bread for 15 minutes, then tent it lightly with aluminum foil. Bake for an additional 20 to 25 minutes, until it's a medium golden brown and its internal temperature registers 190°F on a digital thermometer.
11) Remove the bread from the oven, and gently transfer it to a rack to cool. Cool completely before slicing. Store at room temperature, well-wrapped, for several days' freeze for longer storage.
Yield: 1 loaf.