In the bowl of your stand mixer with the dough hook attached mix together the 1 cup of warm milk, 1/2 a cup of sugar, the zest of a lemon, the eggs and yolks and the 1/2 cup of butter
Then add in the nutmeg, salt, and yeast.
Stir in 5 to 5 1/2 cups of the flour reserving the rest if needed. You want a somewhat moist dough so don't add all the flour if you don't need to.
Then cover the bowl and let it sit in a warm place, free from draft and rise until doubled. About an hour
Line a baking sheet with parchment or a silicone mat.
While the dough is rising you make the filling.
Place 1/2 a cup of raisins in a pot with enough water to cover.
Bring the water to a boil and remove from heat. Let the raisins sit for 15 minutes in the water.
In the bowl of a food processor place the cream cheese, brown sugar, 1/2 cup flour, and the cinnamon
When the raisins are ready drain them and pat them dry on a paper towel and add them to the mixture in the food processor. Process until well mixed
Toast 1/2 cup of pecans and add them to the mixture in the food processor.
Process until just mixed. Set this aside until you need it.
After the dough has risen take it from the bowl and roll it out to a 22 x 14" rectangle.
Spread the filling over the dough leaving a 2" border.
Roll the dough up tightly into a long log and then place on the prepared baking sheet in a circle shape. Tuck the ends into each other.
Let the dough rise for about an hour until puffy and almost doubled in size.
Towards the end of the rising preheat your oven to 350*F
Brush the dough with an egg wash if desired
Bake the King Cake for 45 to 55 minutes until nice and golden brown.