1egg (extra)(beaten with 1 teaspoon water, for egg wash)
To make sponge
Mix together flour and yeast then stir in warm water. Cover the bowl with plastic wrap and allow it to stand at room temperature for 8 to 12 hours. It will rise and then fall back on itself. It should have a pleasant yeasty smell.
To make the dough
In the bowl of a stand mixer combine the butter, sugar, lemon rind and salt and beat with a flat beater for 3 or 4 minutes. Scrape the bowl then add the eggs one at a time beating well after each. It will look curdled but that's ok. Mix in the milk and the sponge. Add 2 ½ cups flour and beat on low. Increase the speed to medium and beat for 5 minutes. Switch to a dough hook. Add ¾ cup flour and knead on low speed for 5 more minutes until the dough is soft and supple. Sprinkle two tablespoons of flour onto a work surface, scrape the dough onto it. Knead the dough for a couple of minutes. The dough should be soft and a little tacky. If the dough still seems wet knead in 2 more tablespoons of flour.
Clean out the bowl and rub with a little oil. Place the dough into the bowl and turn over to coat with oil. Cover bowl with plastic wrap and allow the dough to rise for 2 hours.
Divide the dough in half and then each half into 9 equal portions. Shape each portion into a ball.
Coat two 20cm/8inch cake pans with non stick cooking spray. Arrange 9 balls of dough in each pan. Spray the tops of the dough lightly with cooking spray and cover loosely with plastic wrap. Allow to rise until doubled, about 1 hour.
Preheat the oven to 350ºF/180ºC.
Brush the loaves with egg wash and bake for 45 minutes or until the loaves are dark, golden brown and cooked through. The loaves will colour deeply but don't think they are done before time, it is the sugar in the dough that causes the deep colouration.
Remove loaves from pans and allow to cool on wire racks.