Combine the warm milk, yeast, sugar, oil, orange zest, and one egg in the bowl of a stand mixer. Then add the flour and knead on low for 4-5 minutes until an elastic ball forms.
Lightly grease your hands and transfer the dough to a greased bowl. Cover and let rise until doubled, approximately 1 hour.
Once doubled in size, form the dough into 5-6 small "wreaths." Either braid the dough or make a simple bagel shape, allowing a small pocket in the middle for the egg. Cover and let rise for another 45-60 minutes.
Preheat the oven to 350°F and place the dyed Easter eggs in the middle of each wreath. Create an egg wash with the other egg by separating the white out to combine with 1 tablespoon water. Brush the egg wash over the wreaths and bake them in the oven for 30 minutes or until golden brown on top.