To prepare the dough:

1. In the bowl of a stand mixer, stir to combine the milk, eggs, egg yolk, and vanilla extract. Add the sugar, yeast, and salt, and beat the mixture on medium speed until combined. On low speed, add the flour, 1/2 cup at a time, scraping the sides of the bowl as needed. Increase to medium speed (I use speed number 4 on my Kitchen Aid stand mixer) and begin adding the softened butter 1 tablespoon at a time. Scrape the sides of the bowl and then continue beating for an additional 4 minutes. If the dough remains very soft and does not pull on the beaters in strands of dough, add an additional 2 tablespoons of flour. Lightly grease a large bowl and place the sticky dough inside, covering it tightly with a piece of plastic wrap. Allow the dough to rest in a warm spot of your kitchen until it has approximately doubled in size, about 1-1/2-2 hours* (see notes). Alternatively, you can pop it in the fridge to rise overnight. Once the dough has nearly doubled in size, prepare the filling.

To prepare the filling:

1. Combine the cooled, melted butter, sugars, cinnamon, and salt, stirring until combined. You will use approximately ½ cup of filling for each loaf.

To prepare the loaves:

1. Once the dough has doubled in size, lightly grease 2 loaf pans (8 1/2″ x 4 1/2″ x 2 3/4″) with baking spray. Generously flour your work surface and rolling pin. Gently punch the dough down into the bowl once and divide it in half. Take one half of the dough and lay it on your floured surface. Generously dust the top of the dough with flour as well. Using your rolling pin, roll your first piece of dough as evenly as possible into a 13″x16″ rectangle. You may need to re-flour your work surface if the dough begins to stick. Spread half of the filling on top of the dough, leaving a 1” border around the perimeter of dough. Sprinkle half of the pecans over the filling.
2. Standing with one of the short edges closest to you, begin to tightly roll your dough away from you, forming a 13” log of dough. Gently pinch the dough together at the seam to seal the filling inside the roll. With the seam facing down, use a sharp chef’s knife to cut the dough log in half lengthwise and face the innards up. Quickly twist the two pieces of dough around each other, and place your braided loaf in one of the prepared pans. Repeat the entire process with the remaining half of dough. Once both loaves have been formed, cover again with plastic wrap and allow to rise again for about 1-1/2-2 hours. The dough should rise about 1/2-1″ over the top of the pans. Do not let them over-rise.
3. When the dough is nearly risen, preheat the oven to 350 degrees and bake in the preheated oven for about 45 minutes, or until the internal temperature registers 180 degrees Fahrenheit. If you notice the tops of the loaves begin to look too dark t about 30 minutes before they’re done, you can cover with a loose sheet of aluminum foil. Allow to cool in the pans on a cooling rack for about 20 minutes and then remove from the pan to cool completely.