Ah, yes, when we left off, our beautiful ring of dough was resting in the refrigerator. Today is the fun and delicious day, wherein you remove your beautiful, child-like ring of dough from the refrigerator, throw it into a screaming hot oven, bake it, and eat it. When you think of it, it's brutal, but the brutality of the process is redeemed because of its deliciousness.
So remove the whole thing from the refrigerator and place your whole pan in an oven that isn't turned on. Boil a few cups of water and place in a shallow pan underneath your cake/dough child, close the door and let proof for half an hour. Waiting is STILL the hard part.
Once it's proofed for half an hour, take everything out of the oven and preheat it to 350 degrees. Once the oven is ready, return your dough ring to the oven and bake for 30 minutes. Your house will smell wonderful for this part of the process and you will gain friends who want some of your yeasty-cinnamon-y goodness.
After 30 minutes, check on your ring. It should be golden brown and toasty. Alton Brown checked the temperature of his ring; it's supposed to reach 190 degrees F. However, mine clearly was a slight underachiever. It was, however, completely cooked through.
Once it's out of the oven, prep your icing. I made mine Kahlua-flavored and topped it with pecans, although I think I would mix my pecans in my frosting next time as they kind of slid off. Boo. Allow your cake to cool completely before icing.
I had about a half cup of pecan pieces yet, so I dropped those over the top while it was still wet. They kind of slid off, but they were awesome nonetheless.
Enjoy! I neglected to add a baby or multi-colored sugar but you could definitely do that...were you to be making a King Cake.