Italian Easter Bread

Pour 1/2 cup hot water into each of 4 small heat-proof bowls or cups. Add 1 tablespoon vinegar and desired amount of food coloring gel to each bowl, and gently stir to combine. Place 1 uncooked egg (still in shell) in each bowl. Let eggs stand in warm dye mixtures until colors are absorbed, 3 to 5 minutes. Remove dyed eggs from bowls, and quickly rinse under cold running water to remove excess dye. Transfer dyed eggs to a plate lined with paper towels; let dry completely, about 1 hour.

Meanwhile, place warm milk, sugar, butter, instant yeast, and 2 eggs in bowl of a stand mixer fitted with the paddle attachment. Beat on medium-low speed until combined, about 1 minute. Reduce mixer speed to low, and add flour, 1 tablespoon rum, salt, lemon zest, and nutmeg; beat until a dough forms, about 3 minutes. Remove paddle attachment from mixer, and attach dough hook attachment. Increase mixer speed to medium, and beat until dough is elastic and pulls away from sides of bowl (dough will stick to bottom of bowl), about 7 minutes. Transfer dough to a large bowl coated with cooking spray; cover with plastic wrap, and let rest in a warm (75°F) place until doubled in size, about 1 hour, 30 minutes.

Uncover and punch down dough; transfer to a lightly floured work surface. Divide dough evenly into 8 pieces (about 4 7/8 ounces each), and roll each piece into a 14-inch-long rope. Gently twist 2 dough ropes together, pinching ends to seal. Shape twisted dough into a wreath, pinching ends together to seal. Carefully transfer wreath to a large baking sheet lined with parchment paper. Carefully tuck 1 dyed egg into center of braided bread. Repeat twisting and shaping process with remaining 6 dough ropes and 3 dyed eggs (you will have 4 wreaths total). Cover with plastic wrap, and let stand until almost doubled in size, 45 minutes to 1 hour.

About 15 minutes before dough is doubled in size, preheat oven to 350°F. Whisk together remaining egg and remaining 1 tablespoon rum in a small bowl to blend. Uncover dough wreaths; brush evenly with egg-rum mixture and sprinkle with sprinkles.

Bake wreaths until golden brown and cooked through, about 20 minutes. Transfer wreaths to a wire rack; let cool completely, about 30 minutes.