To make the dough, first stir together warm milk, yeast, and a pinch of the brown sugar. Allow to rest for 5 minutes to foam and bubble a bit. Place all of the dough ingredients in the bowl of a stand mixer fitted with a dough hook. Mix on low until the dough begins to come together. You may want to speed up the process by first mixing all of the ingredients together by hand with a spatula before putting the bowl on the stand mixer. This will help the dough hook with its work. The dough will come together into a soft, though not too sticky dough ball after several minutes of hand mixing and stand mixer mixing, about 6 minutes.
Place the dough in a lightly greased bowl and lightly dust the top of the dough with flour. The flour will help you see that the dough is rising. Let it rise until double in size, about 2 hours.
To make the filling, combine the butter, brown sugar, ground cinnamon, nutmeg, salt, and flour in a small bowl until a thick paste is created. Set aside.
On a lightly floured work surface, roll the dough into about a 12 x 18 inch rectangle. If your rectangle is more of a circle, that’s ok too.
Spread the cinnamon filling evenly over the dough. Sprinkle with nuts.
Beginning with one long edge, roll the dough into a log. Holding the ends of the rolled dough, wrap the dough into a circle, and tuck one of the ends of the rolled dough into the other, sealing by squeezing it lightly.
Place a piece of parchment paper on a rimmed baking sheet.
Carefully and quickly transfer the round dough to the center of the baking sheet. Use a large knife to slice into the dough round. Slice about 3/4 the way into the dough, around the circle about 2-inches apart. Carefully twist each attached roll onto its side, revealing the cinnamon swirl.
Cover lightly with plastic wrap and allow to rise for 30 minutes in a warm place.
While the dough is rising, place a rack in the center of the oven and preheat oven to 375 degrees F.
Bake the wreath for 25 to 30 minutes, until golden brown. The filling may cook out a bit but that’s ok. Remove the cake from the oven and cool slightly.
To make the filling, in the bowl of a stand mixer fitted with a paddle attachment, beat together cream cheese, and softened butter. Add the salt, powdered sugar, vanilla extract and a splash of milk. Beat until smooth and spreadable.
Spread on slightly warm cake and enjoy warm the day it is made!