Separate the eggs. Beat the egg whites with a pinch of salt for 5 minutes until strong peaks. Gradually add in sugar until a strong meringue is formed. Beat the yolks with oil and add the vanilla extract, the zest and orange juice.
Mix those 2 batters for 1 minute until well incorporated. Mix the baking powder with the sited flour. Start adding flour to the batter folding it in slowly with a rubber spatula or a hand whisk. Reserve 3 tbsp of the flour.Transfer 1/3 of the batter into another bawl and add cocoa and rum extract to the second one. Incorporate gently. To the white batter add the remained flour. Line 2 loaf pans whit baking paper and layer those 2 batters alternatively as you desire. Add in bits of Turkish delight. Use a knife or a fork to make swirls and mix those two batters for the marble effect.
Preheat oven to 350F (180C) and bake for 35-40 minutes. Break the chocolate tablet(s) and add the milk. Melt it on bain-marie or in the oven. Transfer the loaf cakes to a cooling rack and decorate with melted chocolate or icing sugar. Slice when completely cooled.