Mix Dry Ingredients: In a large bowl, mix flour, salt, nutmeg, and orange zest (if using). Set aside.
Prepare Yeast Mixture: Warm the milk to about 110°F. Pour it into a large bowl or a stand mixer bowl. Add 2 tablespoons of sugar and yeast. Stir and let it sit for 5-10 minutes until foamy.
Combine Wet Ingredients: Add the rest of the sugar, butter, and whisked eggs to the yeast mixture. Mix briefly using a paddle attachment or a wooden spoon.
Form Dough: Add the flour mixture to the wet ingredients. Mix until combined into a shaggy dough.
Knead Dough: Switch to the dough hook and knead on low for 8-10 minutes, or knead by hand on a floured surface for 10 minutes, until dough is smooth and tacky.
First Rise: Shape the dough into a ball, place it in a greased bowl, and cover with plastic wrap or a clean towel. Let it rise at room temperature (around 72°F) for 1-2 hours until doubled in size.