Pour the milk into the bowl of a standing mixer, and sprinkle in the sugar and yeast. Stir to combine and then let sit for about 5 minutes to let the yeast begin to come alive. Whisk in the egg, egg yolk, melted butter, vanilla, and orange zest.
Fit your mixer with the dough hook, add 5 cups (600g) of the all-purpose flour and the nutmeg and mix on medium-low speed until the dough begins to come together.
Slowly add enough of the remaining cup of flour so that the dough comes together into a soft, slightly sticky ball. Depending on the humidity in the air, this might take the entire remaining cup or only a bit of it. What you’re looking for is a soft, smooth ball of dough that clings to the dough hook, does not stick to the sides of the bowl, but does stick slightly to the bottom of the bowl. If you stop the mixer and touch the dough, it should feel slightly sticky, but not so wet as to be confused with cookie dough.
Once the dough has come together, sprinkle in the salt. Let the mixer knead the dough for about 8-10 minutes. The dough should look very soft and smooth.
Butter a large bowl and dump the dough into the bowl. Butter a piece of plastic wrap (or spray with non-stick spray) and use it to cover the bowl. Let the dough rise at room temperature for 1-2 hours, until doubled in size.