In a small bowl combine dry yeast, 1/2 cup of the milk and 1 tbsp sugar. Cover and set a side for 10 minutes.
In a large bowl, sift flour and add in salt.Set a side.
In a bowl (you can use a stand mixer) whisk together sugar and eggs, until sugar is dissolved. Add vanilla and then milk. Add half of the oil. Mix to combine. Add in yeast and milk mixture and whisk to combine. Add 1/2 of the flour and mix until well combined.
At this time you can add the lemon juice and lemon zest.
Gradually add the rest of the flour, mixing jus until combined (I use my Kitchen Aid Stand Mixer with the dough hook of speed 4-6). Add the remaining oil in 2-3 parts, mixing in between.
Dough should be soft and sticky.
Transfer dough to a large grades and floured bowl and cover with plastic wrap. Let the dough rise at a warm place, until it doubles its size. This may take between 2-5 hours, depending on the temperature, humidity and types of ingredients used.
Meanwhile prepare the egg wash for brushing the bread by whisking together 1 egg yolk, 1 tbsp milk and 1 tbsp oil. Keep in the fridge.
Preheat oven to 375 F (190 C). Oil and flour a 9x5 in loaf pan. Set a side.
Once the dough rises, transfer to a generously floured working surface. Divide dough into 3 equal parts. Form balls, then roll into logs. Make a braid out of the dough. Transfer to loaf pan. Cover and let it rest for 15 more minutes.
Brush bread with de wash and top wit a generous amount of sugar.
Bake at 375 F (190 C) for 10 minutes, then reduce temperature to 350 F (177 C) and bake for at least 20-30 more minutes, until the top of the bread is browned and toothpick inserted in the middle comes out clean.
Let bread cool inside the pan for 10 minutes. Transfer to a cooling rack and let it cool completely.