Begin by measuring all ingredients with precision. In a small bowl, dissolve your active dry yeast in warm milk, allowing it to sit for about 10 minutes until foamy. Meanwhile, in a larger mixing bowl, combine the all-purpose flour, sugar, ground cinnamon, and salt. Add the yeast mixture, eggs, orange juice, and melted butter to the dry ingredients, then mix until a cohesive dough forms.

Transfer the dough onto a generously floured surface and knead it for approximately 10 minutes. You’re aiming for a smooth and elastic texture. Once achieved, place the kneaded dough in a greased bowl, cover it with a kitchen towel, and let it rise in a warm spot until it has doubled in size, which should take about 1 to 2 hours.

After the dough has risen, gently punch it down to release air, then shape it into an oval or a circular form. Place the shaped dough onto a parchment-lined baking sheet. If desired, insert plastic figurines into the dough for a fun surprise and decorate the top with colorful candied fruits. Cover it once more and allow it to rise for an additional 30 minutes.

Preheat your oven to 350°F (175°C) while the dough is rising. Once the second rise is complete, bake the Three Kings Cake for 25 to 30 minutes. Keep an eye on it as it bakes; you'll know it's done when the top is golden brown and your kitchen is filled with a lovely cinnamon aroma.

Once you’ve taken the cake out of the oven, let it cool on the baking sheet for about 10 minutes before transferring it to a wire rack. Allow it to cool completely. Once cooled, you can slice it and enjoy this delightful Three Kings Cake, bringing warmth and cheer to any gathering.