Instructions

1. Place the milk, zest, cinnamon, nutmeg, and bay leaf if using in a small saucepan over low heat until warm to the touch but not hot (between 105°F and 115°F on an instant-read thermometer), about 4 minutes. Set aside off the heat.
2. Place the water, yeast, and 3 tablespoons of the flour in the bowl of a stand mixer fitted with a paddle attachment. Mix on low speed until fully combined, about 1 minute. Let sit until bubbly, about 10 minutes. Meanwhile, place the remaining 3 1/2 cups flour, sugar, salt, mahleb, and mastic if using in a large bowl and whisk to combine.
3. Add the eggs to the yeast and flour mixture and mix on low speed until fully combined, about 5 minutes. Remove and discard the cinnamon stick and bay leaf from the milk mixture. Pour the milk mixture into the yeast mixture and mix on low speed until fully combined, about 1 minute.
4. Switch the paddle attachment to the dough hook. Add 1/2 of the flour mixture and mix on low speed to combine, about 2 minutes. Add the butter and mix on low speed until fully combined, 2 to 3 minutes. Add the remaining flour mixture and mix on low speed for 5 minutes. Increase the speed to medium-high and mix into a very soft, smooth, slightly sticky dough that still sticks to the bottom of the bowl but not the sides, 10 to 12 minutes.
5. Coat a clean, large bowl with cooking spray. Transfer the dough into the bowl and cover with plastic wrap or a kitchen towel. Set aside to rise in a warm but not hot (between 70°F and 80°F) place until doubled in bulk, 2 1/2 to 3 hours. (The dough can also rise in the refrigerator, where it will develop even stronger flavors, for 12 hours. Let come back to room temperature before baking.) Meanwhile, line a rimmed baking sheet with parchment paper; set aside.
6. Dust a work surface with flour, about 2 tablespoons. Place the dough on the work surface and divide into 3 pieces (about 12 ounces each). Roll each piece of dough into a long rope roughly 1-inch thick and 16 inches long, making sure that the ropes are of somewhat equal thickness from top to bottom. This is a very sticky dough, and adding too much flour will toughen the dough, so use the flour sparingly, and use a very lightly oil-sprayed bench scraper to assist you in picking up and moving the dough when you first start rolling each section of dough. As you roll the dough and work with it in your hands with some vigor, the dough will become tighter, come together, and be soft in your hand and still easy to roll.
7. Place the ropes side-by-side on the center of the parchment. Lightly press the ropes together at one end. Starting at that end, braid the ropes together tightly, like braiding hair, then gently press the other ends together when complete.
8. Lightly coat a piece of plastic wrap with cooking spray. Place it sprayed-side down over the dough. Set aside to rise in a warm place until puffy and pillowy, 35 to 40 minutes. Twenty minutes before the dough is ready, arrange a rack in the middle of the oven and heat to 375°F.
9. Uncover the dough. Nestle the red eggs into the bread, spacing them evenly down the loaf. Place the egg yolk and orange juice or water in a small bowl and whisk to combine to make an egg wash. Brush a liberal amount on the dough, making sure to coat the sides and in all of the cracks and around the dyed eggs. Let sit for 5 minutes, then brush another coating of egg wash to ensure a complete coating. Sprinkle with the sesame seeds, avoiding the dyed eggs.
10. Bake until the bread is a deep golden-brown and puffed, about 30 minutes. The center should register between 190°F and 200°F on an instant-read thermometer.
11. Remove from the oven and let cool for 5 minutes before using a flat spatula to transfer the bread to a cooling rack to cool completely.