Grease a mixing bowl with nonstick cooking spray and set aside.
Line a baking sheet with parchment paper and set aside.
Use egg coloring kit to color 4 raw eggs. Set aside to dry completely.
Place yeast and warm milk in a mixing bowl and mix well. Let set for 10 minutes.
Stir in softened butter, sugar, 2 beaten eggs, salt, and vanilla.
Stir in flour, 1 cup at a time. After you have added 4 cups, use your hands to carefully mix the dough to incorporate all the flour.
Turn dough onto a floured surface and knead for 5 minutes.
Place dough into prepared greased mixing bowl. Cover with plastic wrap sprayed with nonstick cooking spray. Let set for 90 minutes or until twice the size.
Punch the dough with your fist and divide into 4 equal parts. Divide each quarter in half and roll into a 12-inch length, keeping the dough about 1 inch thick.
Twist the two pieces together to create a rope look. Connect the ends and press together to make a circle. Place on prepared baking sheet. Place raw colored egg in the center of the dough. Repeat until you have all four rounds.
Cover the nests with clear plastic wrap and let rise again for 20 minutes. Carefully coat the dough with egg wash, avoiding the eggs.
Preheat oven to 350°F. Bake for 20 to 25 minutes or until golden brown.