Place 2 cups all-purpose flour and ¼ cup sugar in the bowl of a stand mixer (KitchenAid or similar). Or in a large bowl if kneading by hand.
Add 1 ½ teaspoons instant dry yeast and mix. If using active-dry or fresh yeast, see Notes below.
Incorporate ¼ cup lukewarm whole milk, ½ tablespoon liquid honey, 1 egg, ½ teaspoon vanilla extract and ½ teaspoon lemon zest. Start kneading and add ½ teaspoon salt. Continue to knead for 2-3 minutes until all the ingredients are integrated.
Add ¼ cup unsalted butter, soft and in pieces, one at a time, and continue kneading until a smooth and soft dough is formed. It is very elastic and barely sticks to the fingers.
Form a ball, cover with a kitchen towel, and let it rest for 15 minutes. Once the dough has relaxed, divide it into 8 parts, forming rough balls.
Roll each piece to form a rope about 1 inch thick and 12 to 14 inches long. Braid two ropes of dough together, pinch the ends, and then loop into a circle. Join the two strips at one end and twist them, making a sort of braid. Form a circle with the braid and join the other end again. I recommend you test one and see that the length of the ropes is right to make a round braid with an egg that fits well in the center.
Place on a greased baking sheet, cover, and let rise in a warm place for approximately 1 hour.