Step 1 – Activate the Yeast: In a small bowl, mix warm milk with 1 tbsp sugar and yeast. Let it sit for 10 minutes until foamy.
Step 2 – Make the Dough: In a large bowl, combine flour, sugar, salt, lemon zest, orange zest, vanilla, egg yolks, and the whole egg. Add the activated yeast and knead while gradually adding the melted butter. Coat the dough lightly with oil and let it rise for 1 hour.
Step 3 – Prepare the Filling: Mix ground walnuts, sugar, cocoa powder, rum essence, and warm milk into a smooth, spreadable paste.
Step 4 – Shape the Cozonac: Divide the dough into 4 equal pieces. Roll each into a rectangle, spread the filling, and roll tightly. Twist two rolls together to form one loaf. Repeat with the remaining dough.
Step 5 – Second Rise & Bake: Place the shaped loaves into greased pans, brush with egg wash, and let them rise for 30 minutes. Bake at 180°C (350°F) for 40–45 minutes until golden brown.
Step 6 – Serve: Let the loaves cool completely before slicing to reveal the classic Romanian walnut spiral.