Add 2 teaspoons sugar to the warm water in a bowl and stir to combine. Sprinkle yeast on top and wait 5-10 minutes for it to become foamy.

In the bowl of an electric mixer, combine the rest of the sugar, 4 cups of the flour, salt, nutmeg, lemon zest, milk, butter and egg yolks. Mix well.

Add yeast water and knead using dough hook attachment for 5 minutes until soft and elastic, adding up to an additional 1 cup of flour to yield a soft but not sticky dough. I added an additional 2/3 cup.

Place in a lightly greased bowl and cover with plastic wrap sprayed with non stick spray. Cover with a clean tea towel and leave to rise in a warm place for 1 1/2 - 2 hours, until doubled in size.

In a small bowl, combine all filling ingredients. Mix well to thoroughly combine.

Line a cookie sheet with parchment paper and spray with non stick spray.

Divide dough in half. On a lightly floured board, roll out half of the dough to a rectangle, about 9x12". Spread half of the filling on the dough.

Starting on one of the long sides, roll dough into a cylinder, sealing the edges. Repeat with the other half of the dough. Stretch the cylinders so the are about 18" in length.

Twist the two cylinders together into a rope. Then twist the rope into a ring. If desired, push a pecan into the dough. Transfer to prepared cookie sheet. Place a coffee can or a jar in the middle of the bread to keep the ring shape. Cover lightly with a towel and leave to rise for 45 minutes.

Preheat oven to 375 F.

Brush the top with milk. Bake for 25 minutes.

Meanwhile, make the chocolate sauce. Combine all ingredients and cook over a double boiler, until melted.

Make glaze by combining sugar and water and stir to combine.

As soon as cake comes out of the oven, brush with glaze. Decorate with sugar in a pattern with the three colored sugars.

Drizzle chocolate sauce on top.