Method
Heat milk to very warm (about 115° F on a candy thermometer), and pour into the bowl of an electric mixer. Whisk in 1-1/2 cups flour, sugar and yeast until well combined. Detach from mixer, cover with plastic wrap and let stand in a warm, draft-free place until bubbly, about 30 minutes.
Fit mixer with a dough hook and add eggs, one at a time, to the yeast mixture. Add another 1 cup of flour, orange zest and salt, then softened butter vanilla and orange juice. Mix well, then gradually add enough of the remaining flour to form a soft, sticky dough, kneading until smooth. Coat a bowl with vegetable oil and turn dough in bowl to lightly coat with oil. Cover with plastic wrap or a clean kitchen towel and let rise in a clean, draft-free place, until doubled in size, about 1-1/2 hours.
Pre-heat oven to 400° F. Line a large baking sheet with parchment paper.
At this point, there are three ways to shape the dough as shown in Tsoureki Dough Photos.
Whichever option you choose, cover the prepared bread with plastic wrap or a clean kitchen towel and let rise in a warm, draft-free place once again, until doubled in size, about 1 1/2 hours.
Mix egg yolk with 1 Tbsp water. Brush loaves with egg mixture and bake for 15 minutes. Lower heat to 350° F and bake for about 20 minutes more or until golden brown and hollow sounding when thumped. Remove from oven and let cool for 5 minutes before removing to a wire rack to cool completely.
Courtesy of Enigma Communications, Fabulousfoods.com.