Add the softened butter, warm milk, rum, orange and lemon zest, sugar, beaten eggs, salt, flour, and yeast to the bread machine pan. {12:30 PM}

Select the Dough program, which lasts fifteen minutes. When finished, remove the dough and place it in a large bowl. Cover and let it rise until doubled in size. {12:45 PM}

{4:00 PM} Remove the dough from the bowl, lightly oil your hands, and knead it briefly to release air—just two or three turns. Place it on the work surface, poke a hole in the center with your finger to start shaping the ring, stretch it as much as you like, and let it rise again until doubled in size. {6:00 PM} Once risen, preheat the oven to 350°F (180°C), brush with beaten egg, decorate the roscón, and place it in the oven.

With this dough, I made one large roscón filled with chocolate truffle, and a smaller one as follows: I separated 2/3 cup of dough (about 300 grams), cut it into small pieces of about 1 ounce each (30 grams), shaped them into balls, placed them on parchment paper to rise, brushed with egg, decorated, and baked on a lower-middle rack for 15 minutes. Let cool on a wire rack and filled with candied pumpkin.

I hope you give it a try—it’s worth it!