Using a countertop mixer, add flour, sugar, yeast, salt and cinnamon; stir until well combined.

In a separate bowl, whisk together the egg, milk and melted butter.

Pour liquid mixture into the dry mixture.

Using the dough hook attachment, mix on low speed for 1-2 minutes. Increase speed to medium and continue mixing for 4-5 minutes, or until dough is smooth.

Transfer dough into an oiled bowl, cover and let rest in a warm location until approximately doubled in size (~2 hours). (Note: I let my dough rise in the oven with the oven light on. The oven itself is off.)

Once dough has finished rising, make the filling mixture by whisking all of the filling ingredients together in a small bowl; set mixture aside.

Spray a 12-cup muffin pan with nonstick baking spray; set pan aside.

Divide dough into 12 equal portions.

Cut each of the 12 pieces into 3 pieces and flatten each with the palm of your hand. (Note: At this point, you should have 36 flattened pieces of dough.)

Drop a small spoonful of the filling mixture on top of each piece of dough.

Gather sides of each piece of dough together and roll into a tight ball. (Note: The filling should more or less end up inside of each ball of dough.)

Place 3 balls of dough into each of the muffin cups. Spray tops of dough with non-stick baking spray and cover lightly with plastic wrap. Let rise in a warm place until the dough is ~½” above the top of the pan (~20-30 minutes).

Preheat oven to 375°F.

Place muffin tin on a rimmed sheet pan and bake for 20-25 minutes, or until tops are golden brown. (Check the king cakes after 15 minutes. If they are browning too quickly, tent the top with foil. The rimmed sheet pan is used to catch any of the filling that might overflow during baking.)

Remove pan from oven and let king cakes cool for 15 minutes. Remove king cakes from muffin tin and drizzle tops with glaze. Sprinkle colored sanding sugars on top while glaze is still wet.