Take 1/3 of the roscón dough and shape it into a ball. Make a hole in the center and roll it out to form the traditional roscón ring shape.

Lightly oil a metal ring and place it in the center to help the dough keep its shape as it rises.

Let the dough rise until it doubles in size.

Preheat the oven to 350°F (180°C). Brush the dough with the beaten and strained egg.

Bake until golden brown, then let it cool completely.

For the filling, simply whip the heavy cream with the powdered sugar until stiff peaks form. With 38% fat, the cream holds its shape well—highly recommended.

Slice the roscón in half and fill it with the whipped cream. This is my favorite way to enjoy it.