Warm the milk until it's pleasantly warm but not hot (about 110°F). Stir in the yeast and a pinch of the sugar. Let it sit 5–8 minutes until foamy. If it doesn’t foam, your yeast may be tired—try again with fresh yeast.

In the bowl of a stand mixer, whisk together the eggs, sugar, salt, vanilla, and lemon zest. Add the foamy yeast mixture.

Add the flour and mix briefly to combine. Using the dough hook on medium speed, knead for about 4 minutes, then add the butter a few pieces at a time. Continue kneading for 6–8 minutes until the dough is smooth, elastic, and slightly tacky but not sticky.

Transfer the dough to a lightly oiled bowl, cover with plastic wrap, and let it rise in a warm spot until doubled—about 1 to 1½ hours.

Gently deflate the dough and divide it into 8–10 equal pieces. Grease your chosen molds or a ring pan. Shape each piece into a small ball and place it in the mold. Cover and let them rise again until puffy—about 30–45 minutes.

Preheat the oven to 350°F. Bake individual babas for 15–18 minutes or the ring cake for 25–30 minutes, until golden brown and a skewer comes out clean. Let cool briefly in the pans for 5–10 minutes, then invert onto a rack.

In a saucepan, combine water, sugar, orange zest, and lemon juice. Bring to a simmer and cook until the sugar dissolves. Remove from heat and stir in the rum.

While still slightly warm, dunk each baba into the warm syrup, letting it soak for a minute or two. For a more intense boozy flavor, spoon a little extra rum over each soaked baba. Place them on a serving plate and let any excess syrup drip off.

Top with whipped cream or a dollop of mascarpone and a scattering of berries or toasted almonds. These are best served the day they’re made, while still moist and fragrant.