- To make cinnamon filling, add brown sugar, butter, 1 teaspoon cinnamon, and ½ teaspoon orange zest to bowl of stand mixer fitted with paddle attachment. Beat until combined, and set aside.
- In large bowl, place warm milk; add sugar, yeast, and 1 heaping tablespoon flour, and whisk until both sugar and yeast are dissolved. Let stand until foamy. Whisk in melted butter, eggs, vanilla, and remaining 1 teaspoon orange zest.
- In separate large bowl, combine nutmeg, remaining flour, and remaining 3 teaspoons of cinnamon. Use large rubber spatula to fold flour mixture into milk mixture until dough forms and pulls away from sides of bowl. Shape dough into large ball, and place on well-floured work surface. Knead dough until smooth and elastic, about 15 minutes.
- Return dough to bowl, and cover with plastic wrap. Place in draft-free place to rise for 1½ hours.
- Preheat oven to 375 degrees.
- Punch dough down, and roll out to ¼-inch thick rectangle approximately 20×20-inches. Lightly spread with reserved brown sugar mixture. Leftover mixture may be refrigerated, and used for another purpose.
- Roll up long side of dough as tightly as possible, and pinch ends closed. Shape into oval ring, and tuck ends under. Line rimmed baking sheet with parchment paper, and spray lightly with non-stick spray. Place dough on prepared baking sheet, and let rise until doubled in size, approximately 30 to 45 minutes.
- Place in oven and bake until golden brown, approximately 30 minutes. Let cool for about 30 minutes, then slice so that ⅓ of cake is top slice and ⅔ of cake is bottom slice. Spread 1½ cups salted caramel sauce on bottom half, from edge to edge.
- Top with banana slices, and drizzle with remaining ¼ cup salted caramel. Fill 1-quart resealable, plastic bag or piping bag with mascarpone filling. Cut off corner, and pipe on top of salted caramel, and add pecans. Top with remaining cake, and press lightly.
- Place cake on wire rack on top of cookie sheet. Using ladle, slowly pour Praline Glaze over cake. Using paring knife, transfer gold leaf in several pieces to top of cake.
- In bowl of stand mixer fitted with paddle attachment, add cream cheese; beat on medium speed until smooth.
- Scrape down sides of bowl with rubber spatula, and add mascarpone. Mix until smooth, then scrape down sides once again.
- Add salt and sugar, and mix until combined. Add lemon juice to taste, and mix until combined. Refrigerate until stiff.
- In medium saucepan over medium heat, combine brown sugar and butter. Cook until sugar is melted and mixture is bubbly, but do not stir too much.
- Slowly add cream, and whisk until thoroughly combined. Be careful, mixture may splatter.
- Whisk in praline liqueur and molasses. Glaze will have velvety sheen when it is ready. Keep warm until ready to use.