Add yeast to milk warmed up to 115-120°F. Stir to dissolve and let it rest for about 5 minutes.
In a stand up mixer, whisk together the yeast mixture, sugar, eggs, melted butter, nutmeg, almond extract and lemon zest.
Spoon flour into the measuring cup each time and level off. Add one cup at a time using the dough hook attachment. Once the dough begins to release from the side, stop.
Place dough in an oiled bowl, turning to coat. Cover with plastic and place in a warm location until double in size. (See note below.) Start the filling while this is rising.
Roll into an 18" x 12" rectangle onto a floured surface.