1. In a small bowl, combine the warm milk and active dry yeast. Allow it to sit for about 5 minutes, or until foamy.
2. In a large mixing bowl, whisk together the flour, sugar, salt, and mahlab powder.
3. Make a well in the centre of the dry ingredients and add the yeast mixture, eggs, softened butter, orange zest, lemon zest, and vanilla extract.
4. Mix the ingredients until a dough forms.
5. Knead the dough on a floured surface for about 10 minutes, or until it becomes smooth and elastic.
6. Place the dough in a greased bowl, cover it with a clean kitchen towel, and let it rise in a warm place for about 1-1.5 hours, or until it has doubled in size.
7. Preheat your oven to 180°C (350°F) and line a baking sheet with parchment paper.
8. Punch down the risen dough to remove excess air. Divide it into three equal portions and roll them into long ropes of equal length.
9. Braid the three ropes together, pinching the ends to seal.
10. Transfer the braided Tsoureki to the prepared baking sheet.
11. In a small bowl, whisk together the egg yolk and milk to make an egg wash. Brush the Tsoureki with the egg wash and sprinkle the slivered almonds on top.
12. Bake in the preheated oven for 30-35 minutes, or until the Tsoureki is golden brown and sounds hollow when tapped on the bottom.
13. Allow the Tsoureki to cool on a wire rack before serving.

Enjoy your homemade Tsoureki braid, a delightful fusion of Greek tradition and unique flavours.