Start by sifting the flour into a big bowl.
Activate the yeast according to the package. If you are using instant yeast, mix it with the flour as it doesn’t need activating.
Add the salt and mix well to incorporate all dry ingredients.
In a small pot add the milk, sugar and eggs, and heat up until everything dissolves. You shouldn’t boil the mixture, just warm it up. Once the butter and sugar have dissolved add the vanilla essence.
In another bowl add the two eggs and the extra yolk, lightly mix.
Add the wet ingredients over the dry ones and mix well using your hands, until everything blends together to form a dough.
Knead a little, brush the mixture with a little oil on all sides, and cover the bowl with cling film or a tea towel. Leave the bowl next to a source of heat until the dough raises and doubles in size.
Meanwhile make the filling.
Mix the chopped walnuts with the cocoa, the sugar and a pinch of salt. Add the hot milk and the rum essence and mix well until you have a smooth mix.
Whip the egg whites until it gets stiff. Then fold it in the walnut and cocoa mix, to form an even smoother cream.
After the dough has doubled in size, take it out of the bowl and divide it into two same size pieces.
Brush some baking paper with a tiny bit of oil to prevent sticking, and stretch the pieces of dough into a rectangular shape.
Spread the walnut and cocoa cream on top, covering the dough entirely. If you want, sprinkle small cubes of Turkish delight and raisins over the cream.
Roll the dough until you seal the filling inside.
Carefully, braid the two pieces of dough to form one big roll.
Put the cozonac into a rectangular baking tin, cover with a tea towel, and leave it for another 20 minutes or so to rest near a source of heat. After 20 minutes you will see that the volume has risen.
Preheat the oven at 180 degrees.
Brush the top of the cozonac with egg wash.
Decorate with extra walnuts, and sprinkle some sugar on top, for an extra layer of texture.
Bake in the oven for 50-60 minutes, until the cozonac is done. You can check if it’s cooked by inserting a toothpick into the centre of the sweet bread. If it comes out clean, it is cooked.
Once the cozonac has cooked, take it out of the oven and let it rest for 10 minutes, before taking it out of the tray.
Lay a griddle on the table and take the cozonac out of the tray. Leave it on one side on the griddle.
After 10 more minutes, change it on the other side. Continue to do so until it cools down.
You have to wait until the cozonac is fully cooled down before you can cut into it.
Serve at the end of the meal as a dessert, or alongside a cup of coffee in the morning.