In a small bowl, stir together pecans, brown sugar and cinnamon. Set aside.
In a microwave safe bowl, heat milk until warm to the touch, about 30 seconds. Whisk in dry yeast and 1 teaspoon sugar and let sit until foamy, about 10 minutes.
In a large bowl, mix together flour, cinnamon, salt and 1/4 cup sugar. Set aside.
Using an electric mixer with a paddle attachment, blend yolks, butter, lemon zest, almond and vanilla extract. Stir in yeast mixture. Gradually mix in dry ingredients.
Change to a dough hook, and mix on low speed until smooth, about 5 to 7 minutes. Transfer to a lightly greased bowl, then cover with a damp towel. Let rise until doubled in size, about 1 hour.
Place dough onto a floured surface. Roll into a 10" x 15" rectangle. Using a spatula, spread butter, then sprinkle filling mixture on top. Starting with the longer side, roll dough into a log. Spray sides of a small souffle cup with cooking spray and place in the center of a greased cookie sheet. Create "circle" by wrapping dough log around cup. Use a little water to seal ends tightly.
Cover dough with a damp towel. Let rise again for 1 hour.
Heat oven to 375 degrees F.
In a small bowl, whisk egg, and 1 Tbsp of milk. Brush over dough surface.
Bake for 15 minutes, remove souffle cup, and then continue baking for another 15 minutes or until lightly browned. Transfer to a wire rack to cool completely.
Beat together cream cheese and butter. Add powdered sugar slowly until creamy, adding vanilla last.
Before icing, using a knife, cut a small slit into cake, and "hide" the Mardi Gras baby. Replace any cake cut out.
Spread icing on top, then add colored sprinkles, in sections, purple, gold and green to decorate.
There is no Nutrition Label for this recipe yet.
IMPORTANT NOTE: Hidden Baby Toy is not edible!
Be careful! Do not serve cake piece with hidden "baby" to children under 3 years of age and be sure to account for party favor after serving.