Pour ½ cup of the milk into a small bowl and then add the water, sugar and yeast. Stir to combine.
Add the flour and stir to combine again, cover, and let it rest for 15 minutes in a warm area.
In a large bowl, stir to combine 2 cups of the flour, sugar, yeast, orange zest, lemon zest and salt.
Mix in the butter, eggs, rum, orange blossom water and add in the first fermentation mixture, stirring until you can no longer mix.
Scoop out the remaining cup of flour and lightly dust some of it onto a countertop. Turn the dough out onto the counter and fold and knead it for 15 minutes, adding flour as needed, but don’t overdo it. You want the texture to be tacky, but not sticky or stiff.
Spray the same bowl that you used to combine the dough with non-stick spray and tuck in the edges of the dough to form a ball.
Place the dough into the greased bowl, spray the top with the same non-stick spray and cover with plastic wrap.
Let the dough double in size in a warm place for about 2 hours.
Turn the dough out of the bowl and tuck in the edges to make a ball once again.
Poke a hole in the center of the dough with your finger then stretch and form the dough into a large oval shape.
Place a sheet of parchment paper on a 9x13 baking sheet and place the roscon onto the parchment paper and lightly spray the top of the formed dough with non-stick spray.
Cover and let it rest and rise, once more, for another 30 minutes.
Preheat the oven to 350°F.
Whisk the egg and milk together in a small bowl and set aside.
Stir the sugar and orange blossom water together until it forms a sand mixture.
Brush the top of the roscon with the egg wash and add a few orange slices, cherries and almond pieces to the roscon in whatever design that you like. Add the sugar mixture around the top of the roscon.
Bake for 20-25 minutes or until the top and sides start to turn a light, golden color.
Let it rest for 10-15 minutes before serving with butter or with sweetened whipped cream.
Store in an airtight container at room temperature for up to 5 days.
When making a Roscón de Reyes is that it is a recipe that takes time. Patience is key, there are many steps, but it will be worth it!
You will have to do two fermentations for a proper Roscoe De Reyes. It is similar to the method used in baking a Panettone. You first prepare a small piece of dough, that sits in water, that is fermented first and then added to the main dough.
Bread flour - it is very important to make sure you are using a high protein flour - one that has over .5 oz of protein listed in the nutrition facts on the back of the bag. You need a flour that can create a dough that has elasticity and can be formed into the large shape, without cracking on the top. Your dough will get this elasticity from a long kneading time as well as the higher protein bread flour.