Add 2 eggs, 1 egg yolk, ½ cup sugar, ½ teaspoon vanilla extract and 1 teaspoon lemon zest to the first dough and beat with the paddle attachment until it's all well integrated.
Change to the dough hook. Gradually add ⅔ cup unsalted butter, softened and mix until well incorporated.
Add 1 ½ cups all-purpose flour and ½ teaspoon salt in ½ cup additions.
Knead for 10 minutes at medium speed. The dough should be soft and buttery. It should not clean the sides of the bowl completely, but add up to ½ cup more flour if the dough is still too wet and pools in the bottom and sides like a thick cake batter.
Transfer the dough to a buttered bowl and cover tightly with plastic wrap. Let it rest in a warm place until doubled in volume, between 1 to 2 hours.
Turn out the dough onto a clean surface and, with lgihtly floured hands, deflate first and then gather it to make a loose ball. The dough should be soft and elastic, sticky but easy to work with.
Shape into a loose ball and place in a well-buttered pandoro pan (see Notes for alternatives). Cover with a clean kitchen towel, and let rise until doubled, between 1 to 2 hours.
Preheat oven 30 minutes before baking to 350ºF (180ºC).
Bake pandoro bread for 20 minutes on the middle oven shelf.
Reduce oven temperature to 300ºF (150ºC) and continue baking for another 30 minutes. The top should be golden brown and the bread sound hollow when lightly tapped with your knuckles. If the top is browning too quickly, cover it loosely with aluminum foil. If unsure, insert a cake tester or brochette stick; it should come out clean with no wet crumbs attached.
Let cool on a wire rack and then remove from the pan.
Place the cold bread inside a large cellophane bag. Before serving, dust with powdered vanilla sugar, close the bag tightly and shake the bag so the pandoro is completely covered in the sugar. To gift: place the bread with a small pouch of powdered sugar attached and written instructions to shake before serving.