I used the bread machine to knead and leaven the dough.
Sift all the flour and place in the pan of the bread machine. Add the yeast dissolved in the warm milk, the yolk, the soft butter, the sugar, the salt, the vanilla seeds and the grated lemon peel. The kneading and leavening program is selected, about 1 hour and a half.
Remove the dough on the floured table, spread it in a rectangular shape and about 1 cm thick. Grease with butter or margarine rubbed with sugar and cinnamon powder, of which a little is left to grease the roll at the end. Roll the dough, then cut it in half lengthwise, but not until the end…. Leave it uncut for about 5 cm. The two pieces are intertwined with the cut out. Form a roll that is greased with the remaining cream. Place in a tray lined with baking paper and bake for about 30 minutes. 10 minutes before removing it from the oven, sprinkle with a few more sugar crystals.