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- In a bread machine, combine the milk, orange juice, wine, butter, and egg yolks. Stir a little to mix.
- Add the sugar, a pinch of salt, orange zest, lemon zest, flour, and yeast. Set the machine to the kneading and baking setting.
- After the cycle ends, wait for the dough to double in volume, which takes about 30 to 60 minutes.