Make the Sponge:
In the bowl of a stand mixer, dissolve the yeast in lukewarm milk and let it stand for 5–10 minutes until it begins to foam. Add sugar, eggs, and flour, stirring with a rubber spatula until combined. The mixture will resemble pancake batter. Cover and let rise in a warm spot for 30 minutes until bubbly.

Make the Dough:
To the sponge, add flour, sugar, butter, salt, vanilla, and citrus zest. Attach the dough hook to the mixer and mix on low speed until the dough comes together into a rough ball (about 1 minute). Increase the speed to level 2 and knead for 7 minutes until smooth and elastic. The dough should pull away from the sides but may stick to the bottom of the bowl.

First Rise:
Cover the bowl and set aside in a warm spot for 1 1/2 hours or until doubled in size.

Divide the Dough:
Punch down the dough and divide it into 8 equal portions (about 120-125g each).

Assemble the Loaves:
Line two sheet pans with parchment paper. Roll each piece of dough into a 12-inch rope, pinch two ropes together at the ends, and twist several times to form a wreath. Tuck the ends underneath and repeat with the remaining dough.

Second Rise:
Place two loaves on each baking sheet. Cover with a damp towel or plastic wrap and let rise for 1 hour until puffy and nearly doubled in size.

Prepare the Oven:
Preheat the oven to 400°F (200°C), positioning racks in the upper and lower thirds of the oven.

Decorate the Loaves:
Nestle a dyed uncooked egg into the center of each loaf. For the egg wash, whisk together the egg and milk. Brush each loaf lightly with the egg wash (avoid brushing the dyed eggs) and sprinkle with nonpareils.

Bake:
Bake for 20 minutes, or until golden brown, rotating the pans halfway through baking.

Cool:
Transfer the loaves to a wire rack to cool before serving.