Prepare the dough.Important! *Bring all ingredients to room temperature. Warm the milk in a medium saucepan on low flame. Activate the yeast mixing it in a small bawl with 1/2 cup lukewarm! milk, 1 tbsp sugar and 2 tbsp flour. Stir a few times, cover and let it activate for about 5-10 minutes.Separate the eggs. reserve the whites for the filling and stir the yolks with a pinch of salt. Let them 10 minutes to enhance their color.Dissolve the remaining sugar into the milk stirring continuously to help dissolve faster. Add vanilla extract to taste and the citrus zest.Sift the flour into a large recipient. Pour the activated yeast and the yolks over flour. Take a spoon and start stirring slowly, trying to blend the ingredients. Check the milk if still lukewarm. If necessary, reheat it slowly.Start adding the milk to form the dough. It's time to go in with your hand, incorporating all the milk. Warm the oil into a small sauce pan and bring it at hand. Start kneading vigorously by adding small quantities of warm oil into the dough. It will become more elastic and fluffy. Continue until all the oil is incorporated. Cover and let it rise away from any cold air drafts for about 45 minutes up to 1 hour. It should double its volume.
Make the fillingPlump the raisins into warm water and rum extract. Cut the Turkish delight in small pieces. Beat the egg whites until stiff peaks. Mix together the ground walnuts, sugar, cocoa, rum extract, beaten egg whites (depending on the size of the eggs, use just enough to obtain a paste that is not too runny, you don't have to use it all)Dry the raisins.
Form the loavesPrepare the working space and grease it with oil. Grease your hands too and divide the dough into 3 parts that will be 3 smaller loaves. If you have regular large baking pans, divide by 2.Take one part and divide again in 2 equal parts. Knead one piece for a few moments and roll out a rectangle with a rolling pin or using your hands. Cover with the walnuts filling, spreading evenly over the dough. Roll it up forming a log and set aside.Take the second piece and sprinkle with raisins and Turkish delight. Twist the 2 logs together and place the loaf into a baking pan lined with parchment paper. Set aside and form the rest of the loaves.Clean the working space, align the loaves side by side and let them rise for the second time undisturbed for another 20 minutes. Brush with egg wash to maintain moisture.
Bake the loavesPreheat the oven to 320F (160C). Place the loaves in the middle-bottom oven for about 50 minutes up to 1 hour. If coloring too fast, to avoid burning their surface cover them with a piece of parchment paper after 1/2 hour.Take them out the oven and allow to rest for 5 minutes. Remove from baking pans and place them on their side to release the excess heat. Cover them with a kitchen towel and let them slowly cool completely at room temperature.Decorate with icing sugar, slice and enjoy!