In the bowl of a stand mixer, add yeast, lukewarm milk and 2 tbsp. powdered sugar. Stir and let it proof for 7 to 10 minutes or until foamy and bubbly. Meanwhile, in a large bowl, combine flour, lemon zest and salt; whisk and set aside.
Add beaten eggs, melted butter and remaining powdered sugar to the yeast mixture. Using the paddle attachment, process on speed 3 until blended. Switch the attachment for the dough hook and add dry ingredients.
On low speed, mix until just combined before increasing back to speed 3. Process until the dough clings around the hook, adding 1 tablespoon flour at a time to a maximum of 3.
Increase to speed 4 and knead for 4 minutes – dough will still be sticky.
Grease a large bowl with grapeseed oil and set aside.
Form a ball by pulling the dough under and transfer it to the prepared greased bowl, swirling it around to coat with oil.
Cover with a clean dish towel and transfer to a draft-free area. Let it rise for 2 hours or until it doubles in size.
Grease a 9 x 13-inch baking dish with butter or cooking spray; set aside.
After 2 hours, punch the dough to knock the air out and place it on a lightly floured work surface.
Form a ball by pulling under before rolling dough into a 12 by 18-inch rectangle (use a ruler if needed).
Spread the filling out evenly onto the dough, leaving about 1 ½ to 2-inches from the edges.
Roll the longer side of the dough tightly to the other side; cut the ends to make it even.
Using a bench scraper, cut the dough into 12 even pieces, about 1 ½-inches thick.
Transfer them to the prepared baking dish and cover with a towel. Let it proof for 45 minutes.
Preheat oven to 350ºF.
When proofing time is done, transfer the dish to the preheated oven and bake for 33 to 35 minutes or until golden brown. If halfway through baking, the top gets brown too fast, cover loosely with foil.
Remove from the heat and allow to cool on a wire rack while making the icing.