Ingredients
Pan sizes, times and temperatures in the method are not scaled.
Dough
Walnut-cocoa filling
Egg wash
Method
Dough
Fresh yeast. If using fresh yeast, dissolve it in the warm milk with a pinch of sugar and wait 10 minutes, until foamy. Instant yeast goes straight into the flour.
Mix. In a stand mixer with a dough hook, combine the high-protein flour (500 g4¼ cups), granulated sugar (100 g½ cup), salt (½ tsp) and yeast. Add the large eggs (3) one at a time, then the whole milk (200 ml¾ cup + 1 tbsp). Mix on low for 5 minutes.
Add the unsalted butter (100 g7 tbsp) in pieces, mixing until it is taken in. Add the zests and vanilla extract (1 tsp).
Knead. Knead on medium-low for 10 to 12 minutes, until the dough is smooth and elastic and pulls cleanly from the sides. It should be tacky but not sticky.
First rise. Cover with a damp towel and leave in a warm spot (a turned-off oven with the light on works) until doubled, 1½ to 2 hours.
Filling
Mix the ground walnuts (250 g), granulated sugar (100 g½ cup) and cocoa powder (16 g3 tbsp). Stir in the egg white (1), rum (2 tbsp) and warm milk (50 ml3½ tbsp) to a spreadable paste. Fold in the raisins (50 g⅓ cup). Keep the Turkish delight aside.
Shape and bake
Punch down the dough and divide it in 2.
On a lightly floured surface, roll each piece into a rectangle about 30 × 40 cm (12 × 16 inches).
Spread the filling evenly, leaving a 2 cm (¾ inch) border. Scatter the Turkish delight over it.
Roll up tightly from a long side and pinch the seam to seal.
Set seam-side down in buttered loaf pans, or coil into round pans. Two rolls can also be braided together.
Cover and let rise 30 to 40 minutes, until puffy. Heat the oven to 350°F (180°C).
Beat the egg yolk (1) with the milk (200 ml¾ cup + 1 tbsp) and brush it over the loaves. Bake 10 minutes, then lower the oven to 320°F (160°C) and bake 40 to 45 minutes more. If the tops brown too fast, tent with foil.
A toothpick must come out clean. Cool 10 minutes in the pans, then turn out onto a rack on their sides, not their tops, so they don't collapse. Turn every 10 minutes while cooling.
Notes
- Kneading. Under-kneaded cozonac is dense. The dough should pass the windowpane test: a piece stretched thin enough to see light through without tearing.
- Storing. Wrap in a cotton towel, not plastic. It freezes very well.