Make the dough:

1. Spray a large bowl with nonstick cooking spray or grease with a bit of vegetable oil. Set aside.
2. In a medium saucepan combine sour cream, 1/3 cup sugar, butter and salt. Cook over low heat stirring until the butter melts. Remove from heat and cool to 100-110 degrees.
3. In a small bowl, whisk together the yeast, warm water and the 1 tablespoon sugar. Set aside for 5 minutes until bubbly.
4. Whisk together the flour, nutmeg, cinnamon and lemon zest.
5. In a stand mixer, beat the mixture in the saucepan with the yeast mixture, eggs and 2 cups of the flour until smooth. Continue to slowly add just enough of the remaining flour a little at a time until a soft dough forms, you may not need it all.
6. On a lightly floured surface, knead the dough for about 10 minutes until it becomes smooth and elastic. After kneading, place the dough into the greased bowl, turning to lightly coat.
7. Cover and set in a draft-free warm place to rise until doubled in size, about 1 - 1 1/2 hours.

Make the fillings:

1. In a small bowl, combine the sugar, cinnamon and butter until crumbly. Set aside.
2. In a second small bowl, mix together the cream cheese, sugar and egg with a hand mixer. Set aside.

Assembly:

1. After risen, punch down the dough and split into two equal pieces . Roll each portion of dough to a rectangle approximately 18 x12 inches. With a sharp knife, mark the dough into thirds lengthwise with a knife being sure not to cut all the way through.
2. Make 1 1/2 inch diagonal cuts on the side of the dough, leaving the middle third solid. These diagonal cuts should go all the way through. These will be the strips you use to create the braid.
3. Spread half of the cream cheese mixture down the center of each rectangle. Sprinkle with the cinnamon filling mixture. Be sure not to overfill.
4. Alternating from side to side, fold the pieces over the filling. Gently press each tab to seal the folds.
5. Cover and let rise again in a warm, draft-free place for approximately 30 minutes or until doubled in size again.
6. Preheat oven to 375 degrees while the dough rises. Once risen, bake braids for 15-20 minutes until golden. Cool completely on racks.

Make the glaze:

1. Combine powdered sugar, sweetened condensed milk and lemon juice.
2. Spread over the braids with a rubber spatula.
3. Sprinkle with colored sugars.
4. Allow the glaze to set.