2 tablespoons warm water (110 degrees F (43 degrees C))
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3 ⅓ teaspoons active dry yeast
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⅔ cup milk
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6 tablespoons butter, softened
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2 egg yolks, beaten
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⅔ teaspoon salt
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3 ⅓ cups all-purpose flour
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3 (8 ounce) packages cream cheese, softened
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1 cup white sugar
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2 egg yolks
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1 tablespoon orange liqueur (such as Grand Marnier®)
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½ orange, zested
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1 teaspoon vanilla extract
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½ cup white sugar
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6 tablespoons all-purpose flour
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¼ cup cold butter, cubed
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½ cup thinly sliced almonds
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1 egg white, beaten
Instructions
Mix 1 teaspoon sugar, water, and yeast together in a small bowl. Let stand until yeast softens and begins to form a creamy foam, about 5 minutes.
Heat milk in a small saucepan over medium heat until it begins to bubble. Pour into a large bowl. Stir in 6 tablespoons butter until melted. Let mixture cool to 110 degrees F (43 degrees C), about 5 minutes.
Mix remaining sugar, yeast mixture, 2 egg yolks, and salt into the milk mixture. Add 3 1/3 cups flour; knead dough until shiny and elastic.
Place dough in a greased bowl, turning to coat both sides. Cover with greased plastic wrap; let rise until doubled, 1 to 2 hours.
Combine cream cheese, 1 cup sugar, 2 egg yolks, orange liqueur, orange zest, and 1 vanilla extract in a large bowl; beat with an electric mixer until smooth.
Mix 1/2 cup sugar and 6 tablespoons flour together in a bowl. Cut in 1/4 cup cold butter with a pastry blender or 2 knives. Stir in almonds.
Grease two 9x5-inch loaf pans and line the bottom with parchment paper.
Punch down dough and divide in half. Roll 1 half into a rectangle 1/8-inch thick; keep the other half covered. Spread 1/2 of the cream cheese mixture over the dough. Fold in the short ends of the dough and roll up tightly like a jelly roll. Transfer to a prepared loaf pan. Repeat with remaining dough and cream cheese mixture.
Brush beaten egg white over the loaves; sprinkle almond topping evenly on top. Cover loaves with greased plastic wrap and let rise until dough reaches above the rim of the pans, about 1 hour.
Preheat oven to 350 degrees F (175 degrees C).
Bake loaves in the preheated oven until golden brown and an instant-read thermometer inserted into the center registers 190 degrees F (88 degrees C), 40 to 50 minutes. Cool in the pans for 5 minutes. Run a knife along the sides to loosen; let cool completely, about 30 minutes.