In a small bowl, combine the lukewarm milk, yeast, and 1 tablespoon of sugar. Let it stand for 10 minutes, until frothy.
In a large bowl, combine the flour, remaining sugar, salt, and grated orange zest.
Add the yeast mixture, orange juice, vanilla extract, eggs, and melted butter. Mix and start kneading.
Knead the dough for 10-12 minutes, until it becomes elastic and smooth. If it's too sticky, add a little flour.
Cover with a kitchen towel and let it rise in a warm place for about 1.5 hours, or until the dough has doubled in size.
Shape a large ball from part of the risen dough. With the remaining dough, create long 'bone' shapes and place them crosswise on top of the bread.
Place on a baking sheet lined with parchment paper, and let rise for another 30 minutes.
Preheat the oven to 350°F (180°C) and bake the bread for 25-30 minutes, or until golden brown.
Let it cool slightly, then brush with melted butter and sprinkle with powdered sugar.
Cool completely, then slice and serve with traditional Mexican drinks, such as hot chocolate.
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