1. The dough is made over a couple of hours on the evening of day 1 and the morning of day 2. To make the starter, dissolve the yeast in the water, add the sugar, the yolk and stir it all together. Place the flour in a small bowl and mix in the liquid. Cover with cling film and leave to double in volume, for about an hour in a warm place.
2. For the sponge, dissolve the 2g of yeast in the milk and add to the starter. Follow by the egg and the sugar, and then add the flour, beating the dough with a wooden spoon or using a standing mixer with a paddle attachment. When it’s smooth, add the butter and mix in to incorporate. Cover and leave for an hour again in a warm place.
3. When it’s doubled in volume, add the other 140g of flour, the egg and egg yolk, the sugar, salt, vanilla and the citrus zest. Knead by hand or mix with an electric or a standing mixer with a dough hook attachment until the dough is smooth, elastic and clears the sides of the bowl - this might take a long while even in a standing mixer. Place the dough in a buttered bowl, cover and refrigerate overnight.
4. In the morning grease a pandoro tin with butter and dust it with flour. Turn the cold dough out onto a work surface or place it in a standing mixer and add the softened butter. Fold it in or pulse in the mixer until all the butter is incorporated. Shape a smooth ball and drop it into the tin, smooth side down. Place it in a warm place to triple in volume, for about 2-4 hours.
5. Preheat the oven to 170C/325F/gas 3. When the pandoro has almost risen up to the rim of the tin, bake it in the lower part of the oven for 15 minutes. Turn the heat down to 160C/320F and bake for 25 minutes until it’s deep golden brown on top.
6. Remove it from the oven and leave it in the tin for 10 minutes. Turn it out carefully onto a wire rack to cool completely. Dust with icing sugar when it’s cool.
7. Slice the pandoro horizontally and serve with whipped cream or sweetened mascarpone when fresh; toast lightly before serving when it's been standing for more than a day.