In a bowl, dissolve sugar and yeast in water. Stir in flour. Let sit until raised and bubbly, about 20 minutes.
In a saucepan over medium-high heat, add milk and scald until wisps of steam appear. Remove from heat. Add butter, sugar, salt, and lemon zest. Set aside and let butter melt and let mixture come to room temperature.
Whisk eggs until beaten and frothy. Add eggs and milk-butter mixture to yeast mixture. Slowly stir in flour and mix with a wooden spoon until dough stops sticking to side of bowl.
Turn out dough onto floured surface and knead until smooth. Place into an oiled bowl and cover with plastic wrap. Set in a warm place to rise until doubled in size, about 2 hours.
Preheat oven to 375°.
Shape into round loaves and place in a greased cake pan. Place a whole egg in dough middle, if desired. Brush bread with egg wash.
Bake until bread is deep golden, about 30 minutes.