Dissolve yeast in milk in a large bowl. Stir in 1 cup of the flour and 1⁄2 cup of the sugar, cover bowl with plastic wrap, and set aside for 1 hour. Steep makhlépi, if using, in 1⁄2 cup simmering water for about 5 minutes. Strain, discard makhlépi, and set aside liquid to cool.
Stir 1⁄2 cup water or makhlépi-scented liquid into yeast mixture. Add butter and 5 of the eggs and mix thoroughly. Sift 8 cups of the flour, salt, and remaining 1 cup sugar into mixture. Add orange and lemon zest, and mix thoroughly with a wooden spoon. Turn out dough onto a floured surface. Knead (adding more flour if necessary) until smooth, about 10 minutes, then form into a ball and place in a lightly greased bowl. Cover with a clean dish towel and set aside to rise for 2 hours.
Return dough to floured surface. Divide into 6 parts, rolling into ropes about 15" long. For each loaf, tightly braid 3 ropes, then press 1 dyed egg (if using) near the end of each braid. Set bread aside to rise again for 1 hour on a lightly greased cookie sheet.
Preheat oven to 350˚. Brush bread with beaten egg, sprinkle with cumin seeds, and bake until golden, 40–50 minutes.