Preparation

Make the dough

Place the milk in a small bowl. Stir in the yeast and 1 tsp. of the sugar, and let stand until foamy, about 5 minutes.

In the bowl of a stand mixer fitted with the paddle attachment (or in a large bowl using a wooden spoon), combine the flour, 1/4 cup of the sugar, and the salt on low speed. Add the egg, egg yolks, and the milk mixture, and mix just until combined.

Switch to the dough hook, and knead on low speed, about 3 minutes. Alternatively, knead the dough by hand in the bowl until it comes together, then tip it out onto a work surface and knead for about 6 minutes. Add the butter, a piece or two at a time. It may look as if it’s not getting in there, but don’t worry, it will; just keep adding and kneading. (You might have to stop the mixer and knead the butter in with your hands for a minute to get it started.) Once incorporated, increase the speed to medium and knead the dough until smooth and elastic, about 3 minutes more. If kneading by hand, you may want to use a dough scraper in one hand to help incorporate the butter. The dough will be sticky.

Scrape down the bowl, and form the dough into a ball on a work surface. Lightly coat the empty bowl with butter, and return the dough to the bowl. Cover the bowl with plastic wrap, and let stand at room temperature until doubled in size, about 2 hours.

Gently punch down the dough, cover, and transfer to the fridge. Let the dough rise for at least 4 hours and up to overnight.

Make the filling

In a small bowl, stir together the sugar, butter, orange zest, and lemon zest.

Shape and bake

Lightly butter an 8×4-inch loaf pan. Line with parchment with a 2-inch overhang on two sides.

Tip the dough onto a lightly floured work surface. Roll out the dough to a 16×12-inch rectangle. Spread the filling over the rolled-out dough. Starting with one of the short ends, roll up the dough, and pinch to seal. Using a bench scraper or a sharp knife, cut the roll in half lengthwise. Turn the pieces so that the cut side is facing up.

Pinch the pieces together at one end, then cross them over one another, cut-sides up. Now twist one end down the meet the other, keeping the cut-sides up. Transfer the twist to the prepared pan, cut-sides up. Cover lightly with plastic wrap, and set aside to rise just to the edge of the pan, about 45 minutes.

Position a rack in the center of the oven, and preheat the oven to 350°F.

Whisk the egg and the cream in a small bowl.

In a small bowl, using a fork, mash together the flour, brown sugar, butter, and salt until well combined and crumbly. Add the almonds, and toss to combine.

Gently brush the risen loaf with the egg wash, then sprinkle the streusel mixture over the dough.

Bake the loaf until deep golden brown and the internal temperature has reached 190°F, 35 to 45 minutes.

While the bread is baking, combine the granulated sugar and 1/4 cup water in a small saucepan. Cook over medium heat, stirring, until the sugar has dissolved, about 5 minutes. Set aside to cool.

Transfer the loaf in the pan to a wire rack. With a wooden skewer, poke holes all over the loaf. Pour the syrup over the warm loaf. Let the loaf cool for 20 minutes, then lift it out of the pan.