Whisk warm milk, 1/4 cup flour, and yeast together in the bowl of a stand mixer. Let sit about 15 minutes to ensure yeast is active; small bubbles should start to rise to the surface. Add sugar, beaten egg, lemon and orange zest, cinnamon, salt, cardamom, nutmeg, melted butter, and most of the remaining flour (you might not need it all). Mix with a dough hook attachment until dough pulls away from the sides of the bowl and becomes slightly elastic, 5 or 6 minutes. Continue kneading until dough is soft and shiny, about 10 minutes. Remove dough from dough hook and shape into a ball. Transfer to a lightly floured work surface.