In a small bowl, combine active dry yeast, warm milk, and sugar. Let it sit for 5–10 minutes until frothy.

In a large bowl, combine the activated yeast with flour, eggs, melted butter, vanilla extract, and orange zest. Stir until a soft dough forms.

Place the dough in a greased bowl, cover with a towel, and let it rise for 1–2 hours until doubled.

Punch the dough down, divide it into three portions, roll each into strips, and braid them together. Place on a parchment-lined baking sheet.

Cover the braided dough and let it rise for another 30–45 minutes until puffy.

Preheat the oven to 350°F (175°C). Bake for 25–30 minutes until golden brown and hollow sounding when tapped.

Remove from oven, let cool for 10 minutes. Whisk together powdered sugar and milk for the glaze, drizzle over bread, and add sprinkles.