King Cake

Name: King Cake
Ingredients: 1/2 cup milk; 1 envelope active dry yeast (2 1/4 teaspoons); 1/3 cup granulated sugar; 3 cups all-purpose flour, plus up to 1/2 cup more if necessary; 12 tablespoons (1 1/2 sticks) unsalted butter, softened; 4 large eggs; Zest of 1 lemon, minced; 1/2 teaspoon salt; 2 tablespoons butter, melted; 1/3 cup light brown sugar; 1 tablespoon ground cinnamon; 1 large dried bean or whole almond; 2 cups confectioners' sugar; 2-3 tablespoons water; Green, yellow, red, and blue food coloring