In a large bowl, combine 4 cups of all-purpose flour, 1/2 cup of granulated sugar, and 2 teaspoons of active dry yeast. Pour in 1 cup of lukewarm whole milk and add 1/4 cup of melted unsalted butter, 3 eggs, 1 teaspoon of fine sea salt, 1 teaspoon of vanilla extract, and 1 tablespoon of lemon zest. Mix until a smooth dough forms, then knead for about 10 minutes on a lightly floured surface until elastic and soft.

Place the kneaded dough in a greased bowl, covering it with a damp cloth. Set this aside in a warm spot for approximately 1 to 1.5 hours, or until the dough has doubled in size.

Once the dough has risen, punch it down gently to release excess air. Divide the dough into three equal portions, rolling each into long strands about 12 inches long. Braid the strands together, placing the colored raw eggs within the twists.

Place the braided dough on a parchment-lined baking sheet, allowing it to rise again for about 30 to 45 minutes in a warm environment.

Preheat your oven to 350°F (175°C). Brush the braided dough with a mixture of egg yolk and milk for a golden finish. Bake for about 25 minutes, or until golden brown.

Remove from the oven and allow to cool on a wire rack for at least 15 minutes.