Combine flour, salt, sugar, yeast, zests, butter, eggs, yolks, vanilla, and milk in a mixer bowl.
Mix at a slow speed then increase to high for 10 minutes until the dough adheres to the hook.
Knead the dough into a ball on a floured surface and prove in a greased bowl until doubled.
Punch down the dough, shape into a ball, and place in a greased 500g mould to rise.
Bake at 190°C for 35 to 40 minutes until a skewer inserted in the center comes out clean.
Cool in the tin for 5 minutes then transfer to a wire rack.
Trim the base, slice horizontally, rotate the layers, and dust heavily with icing sugar before serving.