To make the Gâteau des Rois, first simmer the cognac with oranges, sugar, orange flower water and lemon zest in a saucepan at a low temperature until the sugar has melted. Then allow to cool.
Crumble the yeast and dissolve in the lukewarm water. Sift 100 g of flour into a sufficiently large bowl and press an indentation into it. Pour in the yeast and stir with a little flour from the edge. Dust the dampfl with flour and let it rise in a warm place with the lid closed for about 20 minutes, until the surface shows cracks.
Sift remaining flour into a bowl. Add butter in pieces with the salt and mix well with dough hook. Gradually knead in the eggs. Slowly stir in the syrup. Then knead in the steam. Let the dough rise with the lid closed in a not too warm place for about 3 hours to double in volume. Then let rise in a cooler place for another 2 hours.
Grease a Frankfurter wreath form (24 cm ø) and dust with flour. Knead the dough briefly on a floured work surface, form into a roll, place in the mold and join the two ends. Let rise again with the lid closed in a warm place for about 40 minutes.
Whisk the egg yolks with the milk and brush the dough with it. Sprinkle with sugar, candied lemon peel and candied orange peel.
Bake the cake in the heated oven at 200 degrees (on the middle shelf) for about 25 minutes. If necessary, after half the baking time, cover with baking parchment.