1-To begin making this holiday bread, start by preparing the sponge. Mix 200 grams flour, 200 ml lukewarm milk, and 14 grams dry yeast or 40 grams fresh yeast in a bowl. Let it rise in a warm oven at 50°C (120°F) for 15-20 minutes until it becomes bubbly and active.

2-Next, combine the sponge with the dough ingredients: 800 grams high-protein white flour, 200 ml lukewarm milk, 200 grams white sugar, 2 whole eggs, 4 egg yolks, zest of one lemon, zest of one orange, 1.5 teaspoons vanilla bean paste or vanilla extract, 1 teaspoon rum essence, 20 ml spiced rum, and 12 grams salt. Use a dough hook on low speed for 10 minutes to blend everything except the butter.

3-Gradually add 200 grams softened unsalted butter over the next 20 minutes, making the total mixing time 30 minutes. This slow addition helps develop the gluten, resulting in a pillowy, enriched dough. After mixing, proof the dough in a warm oven at 50°C (120°F) for 20 minutes, then do 3-4 stretch and folds. Repeat this proofing and folding twice more for a total of 60 minutes.

4-Let the dough rest at room temperature for 15-20 minutes to relax the gluten.

5-While the dough proofs, make the filling by processing 500 grams walnuts, 100 grams sugar, 12 grams cocoa powder, and 3 grams salt until fine. Add 80 ml milk, 60 grams egg white, 30 grams butter, 20 ml spiced rum, and 0.5 teaspoon rum essence to form a thick paste. This filling brings the traditional flavors of cozonac to life, with options like rum-soaked raisins or Turkish delight for variety.

6-Divide the dough into two equal parts, about 825 grams each, and cut each into 2 or 3 pieces. Roll them out larger than your loaf pans, spread the filling evenly, and roll into long shapes. Twist or braid them tightly, sealing the seams to prevent leakage during baking. Place the shaped loaves into greased and floured pans, about 25x10x8 cm or 30x12x9 cm, and line with parchment if desired.

7-Give the loaves a final proof in the warm oven at 50°C (120°F) for 30-40 minutes until they rise and become jiggly. Preheat your oven to 175°C (350°F) and brush the tops with 1 beaten egg for a golden finish. Bake uncovered for 15 minutes, then cover with foil and reduce to 160°C (320°F) for another 30 minutes.

8-After baking, cool the cozonac for 15-20 minutes before slicing. This step-by-step guide helps you create a light, fluffy bread that’s perfect for holidays, with tips on managing dough consistency.