We used this recipe: http://allrecipes.com//Recipe/king-cake/Detail.aspx The main reason I chose this one was because it had a cream cheese filling.
Here is the process in photos:
It is pretty time consuming because you have to let the yeast set and then let the dough rise a couple of times. Overall, it was pretty good. Charles and I agreed that next time, we will double the cream cheese filling part!
I have decided that since I am pregnant, I will not be giving anything up for lent this year. I am going to take something up instead. It is going to be to exercise regularly. I am doing it, but it is way to random and infrequent, so I thought this would be the perfect opportunity to get on a schedule again. Charles is still undecided.