Make the filling by beating the cream cheese until smooth. Add the egg, granulated sugar, and vanilla extract and mix until smooth. Refrigerate until ready to use.
Make the dough according to recipe instructions and allow to proof, and then chill overnight. Knead dough on well-floured surface and divide in half. Wrap one half in plastic wrap or place back in bowl covered with plastic wrap and refrigerate for another use.
Roll out dough into a rectangle that is about ¼-inch thick. Spread with softened butter and sprinkle with cinnamon sugar.
Spoon cream cheese mixture onto the bottom ⅓ of the rectangle (the one closest to you). Carefully lift the dough up and over the cream cheese mixture. It will be messy, but just go with it. Press the dough with your fingers to create somewhat of a seam to hold the cream cheese mixture in. Continue to roll to the opposite end.
Taking two spatulas or cake lifters (even two pieces of cardboard would work), lift each edge of the roll up and carefully place the log into a well-greased Bundt pan (or onto a parchment-lined baking sheet). Cover with plastic wrap and allow to rise in a warm, draft-free area for about one hour, or until doubled in size.
Preheat oven to 350° F and bake for about 25 minutes, or until golden brown.
Place on wire rack in Bundt pan to cool for about 10 minutes before loosening with a blunt knife around the edges. Place serving platter over top of Bundt pan and, holding both firmly, flip over onto serving platter.
Mix glaze ingredients and pour over top of cake. Sprinkle with colored decorating sugar and serve warm.
King cake is best served the day it's made, but can be kept covered in the refrigerator for a few days. Reheat before serving. (if making any other variation that doesn't use cream cheese filling, it may be kept at room temperature).
The colors of Mardi Gras are purple, green, and gold. You can certainly buy the sugars online or at a craft store, but I made my own. Place about 2-4 tbsp of sugar into each of 3 separate baggies. Add a small amount of paste food coloring into each and seal each bag. Mix up until color is the hue of your choice.***DISCLAIMER: The reason I created my own flour blends is because I could not obtain the results I wanted with flour blends that were available in stores, online, or from other gluten free bloggers. My recipes have been developed to be used with my own bread flour blend that I created after painstakingly testing for, in some cases, YEARS to develop what I believe to be a superior gluten free bread like no other. If you do not use my gluten free bread flour blend for this recipe, I cannot speak for the results you will obtain. While store bought blends may give you a satisfactory result, they may NOT give you the results intended in my recipe.