In a large bowl (I used my stand mixer), combine sugar, yeast, and a tablespoon of flour with the milk. Mix until the sugar and yeast have dissolved. Let it rest for 5-10 minutes, until it becomes foamy.
Remove plastic wrap and bake at 375F for 20-30 minutes, until golden brown. (Mine was done at 25.) Remove from oven and let cool for 30 minutes.
Once it's doubled in size, place the cookie sheet in the oven and bake until the braid is golden brown, about 30 minutes. Remove the cake from the oven, place on a wire rack, and allow to cool for 30 minutes.
Adapted from New Orleans, the Cookbook via Epicurious