Instructions

1. In a small bowl, microwave the milk until it’s lukewarm but not hot (about 110 degrees). Add yeast and stir with a fork, setting aside until ready to use.
2. In an electric mixer fitted with the dough hook, mix together flour, sugar, salt, vanilla, and nutmeg. Beat in the yeast mixture and eggs until the dough comes together in a soft mass, about 2 minutes. If the dough sticks to the side of the bowl and doesn’t come together, add a tablespoon more flour at a time until it does, beating very well in between additions.
3. Add the 70g of butter and beat until the dough is smooth and elastic, 3 to 5 minutes, scraping down the sides of the bowl with a spatula as needed. Keep beating until the dough is smooth and stretchy, another 5 to 7 minutes. Again, if the dough sticks to the sides of the bowl, add additional flour, 1 tablespoon at a time.
4. Butter or spray a clean bowl. Form the dough into a ball and roll it around in the bowl so all sides are buttered. Cover the bowl with a clean towel and let it rise in a warm, draft-free place (inside of a turned-off oven with the oven light on is good) until it puffs and rises, about 1 to 2 hours.
5. Press the dough down with your hands. At this point, you can choose to roll it out to fill and bake, or refrigerate it until ready to bake. Keep in mind that if you want to bake it now, you’ll still need 1-2 hours more of rise time before putting into the oven.
6. In the meanwhile, make the filling. In a food processor, grind together the Oreos and candy canes until they become a fine pepperminty mixture. Keep aside until ready to use.
7. Prepare the syrup: In a small saucepan, combine sugar and 1/3 cup water. Bring to a simmer over medium heat, then simmer for 2 minutes, stirring occasionally until the sugar dissolves. Set aside.
8. Butter a 9-inch loaf pan, then line with parchment paper, leaving 2 inches of paper hanging over on the sides to use as handles later. Spray again.
9. Remove dough from refrigerator (if you had chilled it). On a floured surface, roll one piece into a 9-by-17-inch rectangle. Spread with 4 Tbsp of the melted butter, going all the way to the edges. Spread the Oreo mixture everywhere in a single layer, reserving about 1/4 cup for later.
10. Tightly roll up the dough—the tighter you roll it, the more swirls will be in the filling. Once rolled, take kitchen scissors or a serrated knife and cut the coil in half, so you’ll have two equally sized rolls.
11. Take one coil and slice it in half lengthwise, so the filling is exposed. Twist the halves together as if you were braiding them. Repeat with the other coil. Then take the braided coils and swirl them around each other for one mega-coil. Tuck the edges under so the coil looks and stays tight.
12. Place into the prepared pan, cover loosely with a clean kitchen towel and let rise in a warm place for 1 to 1 1/2 hours, until puffy (it won’t quite double). Alternatively, you can cover the pans with plastic wrap and let them rise in the refrigerator overnight; bring them back to room temperature for an hour before baking.
13. When you\'re ready to bake, heat the oven to 350 degrees. Spread the remaining melted butter over the top and sprinkle the rest of the Oreo mixture on top. Transfer to oven and bake until a tester goes into the cake without any rubbery resistance and comes out clean, 20-30 minutes. The cake will also sound hollow if you unmold them and tap on the bottom. An instant-read thermometer will read between 185 and 210 degrees.
14. As soon as the cakes come out of the oven, use a skewer or paring knife to pierce them all over going all the way to the bottom of the cakes, and then brush the syrup over the cakes. Make sure you get all sides of the cake and be as liberal as you can. Transfer to a wire rack to cool completely before serving.