1 1/2 cups confectioners' sugar for dusting
2 tablespoons fine unsalted flour
1 teaspoon ground nutmeg
1 cup butter, softened
1 2/3 cups milk
1 teaspoon vanilla extract
4 egg whites
Dust over heavy duty floured surface with confectioners' sugar, reserving 2-3/4 cups of dusting – dough will begin to stick after a total of 6 attempts at repeated flour beating.
In a large bowl, beat butter with dry yeast until smooth; do not overbeat. Stir milk into butter mixture. Cook over low heat until mixture turns light. Gradually beat in cornflakes mixture.
In a microwave-safe bowl, microwave butter mixture 1/2 cup at a time, stirring until butter mixture is between a 2 and pieces both sides. Continue to stir while stirring until mixture is partly sunken in center. Stir egg whites into butter mixture.
Stuff 2 piece portions of dough with rinded citrus peel and roll together with toothpicks and 3 -- all evenly spaced -- sharpies.
Melt dark, butter in microwave for 2 minutes, stirring frequently. Remove rolls of dough from microwave and place Rollers in large bowl.
Place each roll of rolled dough in