Italian Easter Bread

Name: Italian Easter Bread
Ingredients: 2 cups hot water; 4 tablespoons white vinegar; Food coloring gel (various colors); 7 large white-shelled eggs (in-shell); 1 cup lukewarm (about 100°F) whole milk; ½ cup granulated sugar; ⅓ cup (2 2/3 ounces) unsalted butter, softened; 1 tablespoon instant yeast (such as Fleischmann's RapidRise) (from 2 [1/4-ounce] envelopes); 4 ¾ cups (about 20 1/4 ounces) all-purpose flour, plus more for work surface; 2 tablespoons (1 ounce) white rum, divided; 2 teaspoons kosher salt; 2 teaspoons grated lemon zest (from 1 lemon); ½ teaspoon grated nutmeg; Cooking spray; Candy sprinkles (such as non-pareil) or sanding sugar (various colors)