For the dough

1. In a large mixing bowl, whisk together 2 cups f the flour, sugar, yeast, and salt until well combined.
2. In a small sauce pan over medium low heat, add the milk and the butter and heat until the butter is melted, stirring occasionally. Remove the pan from the heat and add 1/4 cup water and the vanilla. Check the temperature of your liquid mixture with a candy or instant read thermometer. It should be between 115 and 125 Fahrenheit. You may need to let it cool or put it back on the heat depending on how cold your water was.
3. Once your wet ingredients reach the right temperature, add them to your dry ingredients, and stir both together with a spatula. Add your eggs and continue to stir. It will seem very wet, but it will eventually start to come together. Finally, stir in your last cup of flour until your dough comes together. It will still be very sticky.
4. Transfer the dough to a greased mixing bowl. Cover the bowl with plastic wrap and a clean kitchen towel, and stash it in a warm place in your kitchen to rise for about an hour or until doubled in size.
5. When your dough is risen, turn it out onto a lightly floured counter and knead an additional 2 to 4 tablespoons of flour into it until you have a smooth dough. It should take about five minutes. Form your dough into a ball and cover it with a clean kitchen towel. Allow it to rest for about five minutes before rolling it out.

For the filling

1. While your dough is resting, gently whisk together your sugar, cinnamon and nutmeg in a bowl and melt your butter for the filling.
2. Also butter and flour a 9x5 inch loaf pan.
3. Once your dough is rested, you can begin gently rolling out your dough in a lightly floured surface until you have a rectangle that's about 12 inches by 20 inches.
4. Use your pastry brush to spread the melted butter evenly over the dough. Try to brush it right to the edge without going over. Next, sprinkle on all the cinnamon sugar. You can use your pastry brush again to spread it evenly over the dough, again up to the edge.
5. Now it's time to slice and stack. Start by cutting six equal strips vertically. I use my pizza cutter for this. You'll then need to stack these strips on top of each other. I use my small offset spatula to slice under the strip to make sure it's not stuck to the counter anywhere. Start with the strips on each each working your way to the middle until all six are stacked on top of each other.
6. Next slice your stack of strips into six rectangles horizontally. Line up your piles of dough squares into your loaf pan.
7. Place your clean kitchen towel over your dough and allow it to rise again for about half an hour until it's filled up your pan.While your dough is rising, be sure to preheat your oven to 350 F (175C).
8. Bake for about 30 to 35 minutes until beautifully brown on the top. Allow to cool in the pan for at least 30 minutes before turning out onto your desired destination.You'll obviously need to gently turn it upright after you get it out of the pan. Also, it can't hurt to run a butter knife around the edge of the pan before attempting to turn it out.

For the glaze

1. In a mixing bowl, whisk together the icing sugar, lemon juice, and milk until smooth. Gently pour evenly over your cooled cake. Allow gravity to do it's thing and drip over the cake.
2. To serve, gently pull or cut apart a few layer at a time.