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In a large bowl mix salt and flour and set aside.
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Add water to a medium bowl, stir in sugar until dissolved and add yeast, let the mixture sit for 5-7 minutes for the yeast to bloom.
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Give the yeast mixture a stir and add it to the flour mixture, knead by hand or using a mixer. The dough will be a little sticky, but it should come off the walls of the bowl. If its still very, very sticky add 1/2 cup of flour. Knead until all flour is well combined, about 7-10 minutes. Cover the dough with a dry, clean kitchen towel, put it in a warm place and let it rise for 1-2 hours.
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To speed this process, I usually turn the oven to 300F and place the bowl on top of the stove or close to the stove, since its warmer.
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Once the dough tripled in size, divide it in 6 balls. One by one take each dough ball, add it to a medium mixer bowl, add in the food gel color of choice and mix until combined, for 1 minute, using the paddle attachment. Knead by hand to make sure the color gets distributed evenly.
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My recommendation is to wear latex gloves, so you don't get food coloring on your hands, also, use a lot of gel food color, not just a few drops, I used 1/2 teaspoon for each dough ball, sometimes more. Check the color you get and add more if needed. The color will intensify and distribute better after the second round of rest.
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Place colored dough ball in a soup bowl on top of the warm stove and cover with a towel.
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Wash your hands (covered with gloves) and wash the mixer bowl and paddle attachment.
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Repeat with the remaining dough balls, coloring each in a different color, place each one in a separate soup bowl over the warm stove (warm from the oven) and cover with a dry towel. Let the dough balls rest and rise for 1 hour to 1 1/2 hours.
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Spray a loaf pan with baking spray, take each dough ball, press it with your hands and shape it into a rectangular, doesn't have to be perfect. Stack them in the color order that you want, starting with the first rectangular pressed on the loaf pan side, and adding the rest.
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Place loaf pan on the warm stove and cover with a clean, dry towel, let the dough rest and rise for 1-1 1/2 hours.
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Increase oven temperature to 350F.
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Cover the top of the bread with the egg wash, or if you want to keep it vegan, use a little oil, bake for 45-60 minutes, until a toothpick inserted in the middle of the bread comes out clean.
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Remove from oven and let it cool in the pan for 30 minutes, before transferring to a wire rack.
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Once the bread is completely cooled, make the icing by mixing sugar and cream until you achieve a pourable consistency; add the cream 1 tablespoon at a time. Pour over the bread, spread with a spoon and top with sprinkles.
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Serve!