Scald milk (see my detailed instructions). Stir in sugar and butter until melted. Cool to lukewarm, about 110 degrees.
Put lukewarm water in a large bowl and sprinkle yeast on top.
Add milk and 2 beaten eggs and mix.
Add salt and 2 cups of flour. Beat until smooth. Stir in remaining flour one cup at a time.
When it begins to form a ball, put it onto a floured surface and knead for 10 minutes.
Place in a greased bowl. Cover with a wet towel. Rest 1-1/2 hours until doubled in size.
Punch down and roll into a 14″ x 18″ rectangle and brush with butter, leaving 1" un-buttered on all sides.
Mix sugar and cinnamon and sprinkle on top of the dough.
Place a Ball Jar or ramekin in the middle of your baking dish. Roll up from one end and bend into a circle around the jar, tucking ends together.
Cover with a damp towel and allow to double in size. See my instructions for a special tip.
Bake 25-30 minutes in a 350 degree oven until browned. Remove the jar from the center.
If you're adding a plastic baby, cut a slit on the bottom and tuck the baby inside after the king cake is baked and cooled.