1. Melt the butter and let cool down again. In a large bowl mix lukewarm water, yeast, and sugar until well combined – let sit there for about 5 minutes to get foamy. Add the slightly warm eggnog (or Eierlikör), the melted butter, salt, and eggs to the bowl and mix until well combined. Add the flour in small batches and knead until you get a nice smooth dough – use about 3 1/2 cups (450g) and add more if needed. Take out of the bowl and knead with your hands on a floured surface for 2 minutes longer – the dough will be quite soft, but should not be sticky. Shape the dough into a ball and place it in a large greased bowl. Cover with a kitchen towel and let rise for about 1-2 hours in a warm place. The volume should almost double.

2. While the dough is rising, prepare the filling by mixing brown sugar, cinnamon, salt, and the seeds from the vanilla bean pod. Warm the butter so it is very soft, but not melting. Line a loaf pan with 5×11 inches (13x28cm) with baking parchment and set aside.

3. Once the dough has risen enough, punch it once or twice to get some air out, then roll out on a floured surface to a rectangle of about 9×24 inches (23x60cm). Spread the soft butter on top of the dough (works best with your fingers) and sprinkle with the sugar-cinnamon mixture. The dough should be evenly covered. Press the mixture into the butter and roll up from the long side of the rectangle. Roll it up tight. Cut the roll into 1.2 inches (3cm) thick slices. Place the slices in the loaf pan – either side by side or mixed up, doesn’t matter. Cover with plastic wrap and place in the fridge overnight.

4. Preheat the oven to 350˚F (175°C). Take the loaf pan out of the fridge, brush the dough with some melted butter, and bake for about 35-45 minutes or until lightly browned. Do not overbake or the bread will be very dry. Take out of the oven and transfer to a wire rack.

5. In a small bowl mix the cream cheese, confectioners’ sugar, and vanilla extract. Add one tablespoon (or more) milk until you get the consistency you like. Drizzle on top of the still-warm bread and serve.