In the bowl of a stand mixer, dissolve the yeast in the milk and let stand until it begins to foam, 5 to 10 minutes. Add the sugar, eggs, and flour, and stir with a rubber spatula to combine. The mixture will resemble pancake batter. Cover the bowl and set aside in a warm spot to rise for 30 minutes, until the surface is bubbly.

To the sponge, add the flour, sugar, butter, salt, vanilla, and zest. Fit the mixer with the dough hook attachment, and mix on the lowest speed until the dough comes together into a rough ball, about 1 minute. Increase the speed to level 2 and continue kneading for 7 minutes. The dough should be smooth and elastic and pull away from the sides of the bowl.

Cover the bowl and set it in a warm spot to rise for 1 1/2 hours, or until roughly doubled in size.

Punch down the dough and divide it into 8 equal portions. Roll out each piece into a 12-inch rope, then twist two ropes together to form a wreath. Repeat with remaining dough.

Place loaves on baking sheets and cover to rise for 1 hour, until puffy.

Nestle a dyed egg into each wreath. Brush with egg wash and sprinkle with nonpareils. Bake at 400°F for 20 minutes, rotating halfway through.

Transfer to a wire rack to cool before serving.