Step 1: Prepare the Bread Dough
In a large bowl, combine the granulated sugar and salt. Set aside.
In a small saucepan, heat the milk and butter over medium heat until the butter is melted and the mixture reaches 120°F-130°F. Pour the warm milk mixture over the sugar and salt in the bowl. Sprinkle the yeast on top and let it sit for 5 minutes, or until the yeast is foamy.
Add 1 egg and the ground cardamom to the yeast mixture. Stir to combine.
Gradually mix in 3½ cups of flour, stirring well. Add additional flour as needed until the dough is easy to handle but slightly sticky.
Turn the dough onto a lightly floured surface and knead for 3-5 minutes, or until smooth and elastic.
Place the dough in a greased bowl, cover, and let rise for 30 minutes, or until the dough springs back when pressed lightly.
Step 2: Shape and Bake the Bread
Spray the bottom and sides of a 10-inch springform pan with nonstick cooking spray. Set aside.
Punch down the dough and knead it 2-3 times. Shape the dough into a large ball and press it into a 9-inch circle. Cut the dough into 12 wedges, like a pie. Place the wedges in the prepared springform pan, creating a circle. Cover and let rise for 20 minutes.
Preheat the oven to 350°F (175°C).
Brush the top of the dough evenly with the beaten egg. Bake for 35-45 minutes, or until the top is deep golden brown and an instant-read thermometer inserted into the center reaches 190°F.
Allow the bread to cool in the pan for 30 minutes. Then remove it from the pan and let it cool completely on a wire rack, about 1½ hours.
Step 3: Assemble the Semla Cake
Once the bread has cooled, cut it in half horizontally along the pre-cut wedges. Place the bottom halves of the wedges on a serving plate, keeping them arranged in a circle.
Use a small spoon or knife to scoop out a 1½-inch-wide circle of cake from the wide end of each bottom wedge, being careful not to break through the bottom crust.
Step 4: Prepare the Filling
In a small food processor, pulse the almond paste with 2 tablespoons of milk until smooth.
Spoon about 1 tablespoon of the almond paste mixture into the hole in each bottom wedge.
Step 5: Whipped Cream and Garnish
Stir the freshly grated orange zest into the whipped cream. Spread the whipped cream over the almond filling on the bottom wedges.
Place the tops of the wedges back over the whipped cream. Sprinkle the entire cake generously with powdered sugar.