This Italian sweet bread, which translates as ‘golden bread’, gets its colour from egg yolks, so use the freshest and best-quality eggs available.
Grease a 500g Pandoro mould with butter. Place the flour in the bowl of a stand mixer fitted with a dough hook. Add the salt and caster sugar to one side of the bowl and the yeast to the other side. Add the orange and lemon zest, softened butter, eggs, egg yolks, vanilla and milk. Start on a slow speed and mix together to form a wet, sticky dough.
Increase the speed on the mixer and mix for 10 minutes. The dough should now be a thicker consistency and adhere to the dough hook. If the dough is dropping from the dough hook, mix for a further 5 minutes or until the correct consistency is achieved.
Lightly dust a work surface with flour and gently knead the dough. Place the dough in a lightly greased bowl, cover and leave to prove until doubled in size. This can take 4 hours, for best results leave overnight.
Tip the risen dough onto a lightly floured surface and fold in on itsself a few times to knock out the air. Shape into a ball and place in the prepared tin, gently pressing into the corners. Cover and leave to rise until it comes to the top of the tin, this can take 1½–2 hours.
Pre-heat the oven to 190°C/170°C fan/Gas 5. Uncover the Pandoro and bake for 35–40 minutes. Insert a skewer and test to see if the cake is cooked through.
Leave to cool in the tin for 5 minutes then turn out and cool on a wire rack. Before serving, trim the base so it will sit flat on a serving plate, and slice into thick horizontal slices. Rotate the slices and dust heavily with icing sugar.