Make the sponge: In the bowl of a stand mixer, dissolve the yeast in the milk and let stand until it begins to foam, 5 to 10 minutes. Add the sugar, eggs, and flour, and stir with a rubber spatula to combine. The mixture will resemble pancake batter. Cover the bowl and set aside in a warm spot to rise for 30 minutes, until the surface is bubbly. In the meantime, take the butter out of the refrigerator, and dice it into ½-inch pieces.
Make the dough: To the sponge, add the flour, sugar, butter, salt, vanilla, and zest. Fit the mixer with the dough hook attachment, and mix on the lowest speed until the dough comes together into a rough ball, about 1 minute. Increase the speed to level 2 and continue kneading for 7 minutes. The dough should be smooth and elastic and pull away from the sides of the bowl (the dough may still stick to the bottom of the mixing bowl).
First rise: Cover the bowl and set it in a warm spot to rise for 1 ½ hours, or until roughly doubled in size.
Divide the dough: Punch down the dough and divide it into 8 equal portions (approximately 120 to 125g each).
Assemble the loaves: Line two sheet pans with parchment paper. Use your palms to roll out each piece of dough into a 12-inch rope. Pinch two ropes together at the ends and twist them several times. Pinch the ends together so the twisted rope forms a wreath and tuck the ends underneath. Repeat with the remaining ropes of dough.
Second rise: Place two loaves on each of the lined baking sheets. Cover with a damp tea towel or plastic wrap and set aside in a warm spot to rise for 1 hour, or until puffy and almost doubled in size.
Prepare the oven: Arrange racks in the upper and lower thirds of the oven. Preheat the oven to 400°F.
Decorate the loaves: Gently nestle a dyed uncooked egg into the center of each loaf. Make an egg wash by whisking a large egg and a tablespoon of milk together in a small bowl. Use a pastry brush to brush each loaf with a light coating of the egg wash, avoiding the dyed eggs. Sprinkle each loaf with colorful nonpareils.
Bake: Bake for 20 minutes, or until golden, rotating the pans and switching their position halfway through.
Cool: Transfer the loaves to a wire rack to cool. Let cool before serving.
If you want to dye the eggs naturally, do so the day before to achieve the deep blue color seen in the photos.