Mardi Gras King Cake

Directions

1. In a large bowl, dissolve yeast in warm water. Add milk, shortening, sugar, salt, egg and 2 cups flour. Beat on medium speed until smooth. Stir in enough remaining flour to form a soft dough (dough will be sticky).
2. Turn onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1 hour.
3. Punch dough down. Turn onto a lightly floured surface; divide in half. Roll one portion into a 16-in. x 10-in. rectangle. Spread almond filling to within 1/2 in. of edges. Roll up jelly-roll style, starting with a long side; pinch seam to seal. Place seam side down on a greased baking sheet; pinch ends together to form a ring. Repeat with remaining dough and filling. Cover and let rise until doubled, about 1 hour.
4. Preheat oven to 375°. Bake until golden brown, 20-25 minutes. Cool on a wire rack. For glaze, combine confectioners' sugar, vanilla and enough water to achieve desired consistency. Spread over cooled cakes. Sprinkle with colored sugars.