Preheat oven to 180° C/356° F fan assisted.
Place a pot over medium heat. Add 60 ml/¼ cup of the milk and heat until lukewarm. Do not allow to get too hot.
In a bowl, add the lukewarm milk, 40 g / ¼ cup of the sugar, yeast and 50 g / ⅖ cup of the flour. Whisk thoroughly. Cover with a towel and set it aside for 40-45 minutes, to activate.
Place a pot over low heat. Add the butter, the rest of the sugar, orange juice, orange zest, lemon zest, the rest of the milk, vanilla and salt. Mix until the butter melts.
Remove from the heat, transfer to a bowl, and add the liqueur and lightly beaten eggs.
Add the flour in batches and mix continuously. Add the butter mixture and the bergamot and mix very slowly, until you create a soft dough.
Gently knead with your palms, folding the dough inward and on itself, until you create a soft and elastic dough. It should not stick to your hands too much but it should be soft and easy to spread out.
If the dough seems a bit too sticky and you can’t knead it properly, coat your hands with melted butter to make the kneading easier.
Cover the bowl with a kitchen towel dampened with hot water. Set aside in a warm place for 1 hour to allow it to rise.
When the dough has risen, knead it into the shape of a round loaf and place it in a 20 cm / 8-inch round baking pan. Brush with the egg wash and bake for 40-45 minutes, until golden.
When ready, remove from oven and serve on a wooden chopping board for a more rustic look.