In a small bowl, combine the water, yeast, sugar, 1 egg yolk, and 1/2 cup flour, and blend well. Cover with a damp towel and let rise in a warm place for 2 hours, or until doubled in bulk.
On a clean work surface, mound 3 of the remaining cups of flour and make a well in the center. In a medium bowl, beat together 4 of the egg yolks, 1/2-cup sugar, the butter and 1/2 cup water. Add the yeast combination from above and mix well. Pour the entire mixture into the flour well and gradually mix the flour into the liquids to form a sticky dough. Knead the dough for 5 to 10 minutes, or use the dough hook attachment on an electric mixer. The dough should remain somewhat tacky, unlike bread dough.
Grease or oil a large bowl and add the dough, turning to coat all sides. Cover with plastic wrap and let rise in a warm place for 2 hours.
Punch down the dough and add the remaining flour, egg yolks, 1/2 cup water, egg, sugar and lemon zest and knead until blended, then knead for an additional 10 minutes on a floured work surface. Place in a greased or buttered bowl and cover with plastic wrap, then let rise for an additional 2 hours.
Butter and flour two pandoro molds or coffee cans. Punch the dough down, divide it in 2, and roll each piece into a ball. Place one ball in each of the molds, and let rise for 1 1/2 hours.
Preheat the oven to 375 degrees F. Bake the pandoro for 35 minutes, until a skewer inserted in the center comes out clean. Let rest for 10 minutes, then unmold and let cool completely.
In a small bowl, combine the confectioners' sugar and water and stir well. Drizzle the pandoro with the mixture and serve in wedges.
Recipe copyright 2001, Mario Batali. All Rights Reserved.