In a bowl of a stand mixer add the flour, sugar,, yeast, and salt. Pour in the milk, butter, yogurt, egg and using a dough hook mix it all together on low speed at first and gradually increase it. Allow this to mix for 5-8 mins on medium speed until the dough looks soft and elastic. If you are making this without a mixer, do this step with a large bowl and wooden spoon, use you hands to knead the dough together - this will take around 12-15 mins.
Cover the dough and let it rest for an hour or until doubled in volume. To make the cinnamon filling, mix all the ingredients together in a bowl and set aside.
Preheat the oven to 180℃, line the baking tray with wax paper/parchment and set aside.
Over another piece of parchment or a silicon mat place the risen dough and using your fingers, spread it out thinly around (1/4th inch) keeping a rectangular shape.
Spread the cinnamon filling over the dough and evenly layer it to all the corners. Gently start rolling the dough (longer side away from you) all the way until you have a log. Transfer this parchment to the baking tray, if working on a silicon mat use your hands to transfer the dough swiftly. Form into a crescent to create the round shape. Seal the tow edges together and cover, let it rest for a few minutes.
Score the top of the dough with scissors and bake for 25-28 minutes until risen, golden and baked through. Let it cool for 10 minutes.
To make the icing we mix the icing sugar, vanilla and lemon juice in a bowl until smooth - if the icing is vey runny add more sugar if it is too stiff add more lemon juice. We need a ribbon consistency where when we lift the whisk the glaze forms ribbons in the bowl. Divide it into 4 bowls and color them with the green, yellow and purple colors.
Glaze the cake with the white and other 3 colors once cooled slightly, let this set for 5 minutes before slicing and serving.