In a small bowl, stir together warm milk, ⅓ cup (80 grams) warm water, 1 teaspoon (4 grams) sugar, and yeast. Let stand until foamy, about 5 minutes.

In the bowl of a stand mixer fitted with the paddle attachment, combine 3 cups (375 grams) flour, salt, orange zest, and remaining 2 tablespoons plus 2 teaspoons (32 grams) sugar. Add yeast mixture, melted butter, 1 egg (50 grams), and vanilla. Beat at low speed until well combined; scrape sides of bowl.

Switch to the dough hook attachment. Add ½ cup (63 grams) flour, and beat at low speed until a smooth, soft, somewhat tacky dough forms, 8 to 10 minutes, stopping to scrape sides of bowl and dough hook; add up to remaining ¼ cup (31 grams) flour, 1 tablespoon (8 grams) at a time, if dough is too sticky. Turn out dough onto a lightly floured surface, and shape into a smooth round.

Lightly oil a large bowl. Place dough in bowl, turning to grease top. Cover and let rise in a warm, draft-free place (75°F/24°C) until doubled in size, 30 to 45 minutes.

Preheat oven to 350°F (180°C). Spray a 9-inch springform pan with cooking spray.

Punch down dough. Cover and let stand for 5 to 10 minutes. Turn out dough onto a lightly floured surface, and roll into a 24×10-inch rectangle. Using a small offset spatula, spread Gubana Filling onto dough, leaving a ½-inch border on all sides. Starting with one long side, roll up dough, jelly roll style; pinch seam and ends to seal. Gently lift log at each end, and stretch to 28 inches long and even thickness. Lift log, and place, seam side down, in a spiral starting from edge of pan and ending in center. (It is important that the spiral is not tight and has room to grow as it rises and bakes. Make sure spiral is evenly spaced and ends in center of pan.) Tuck pinched ends under. Cover and let rise in a warm, draft-free place (75°F/24°C) until puffed, 15 to 20 minutes.

In a small bowl, lightly whisk remaining 1 egg (50 grams). Using a pastry brush, brush egg on top and sides of dough.

Bake until golden brown and an instant-read thermometer inserted in center registers 190°F (88°C), 40 to 50 minutes, loosely covering with foil halfway through baking to prevent excess browning. (See Note.) Let cool in pan for 5 minutes. Carefully remove from pan, and let cool slightly on a wire rack. Serve warm or at room temperature.