It's Mardi Gras time, so time for king cake

Since I live in the town where Mardi Gras originated (nope New Orleans didn't create it) I figure I better do something about a king cake. There are a few different ones depending on who you ask, but traditionally it's a roll similar to brioche, and covered with colored sugar, with a plastic baby inside. It is served from 12th night (Epiphany)and goes through Mardi Gras day (Fat Tuesday). It is to represent the 3 wise men, with the baby being Baby Jesus. My favorite is made using a simple cinnamon roll twisted (they say braid it, but everyone that sells them here just twists them) with the icing topped with the 3 colored sugars. To make it easy I use the store bought tube rolls (the ones I make don't taste that much better, especially for the time it takes) to make the sugar just add purple, green and yellow food coloring to some sugar. I do make my own powdered sugar icing
Ingredients:

3 cups sifted powdered sugar
1 tablespoon melted butter
3/4 teaspoon vanilla extract.
3-6 tablespoons of milk

Directions:
add sugar, butter and vanilla to a mixing bowl, add milk and stir to desired consistency.