Mix the yeast with milk in a bowl. Stir in the flour and mix well then place the bowl at room temperature and let the pre-ferment rise for 15 minutes or until it looks almost doubled in volume and frothy.
Mix the eggs, egg yolks, sugar, vanilla, rum, lemon zest, orange zest and salt in the bowl of your mixer until fluffy and pale.
Add the pre-ferment, flour and milk and knead at least 15 minutes or until the dough doesn't stick to the sides of the bowl anymore.
At this point, but the butter into cubes and gradually stir it into the dough, in 3 additions. Continue mixing just until the butter is incorporated.
Transfer the dough in a slightly greased bowl and cover it with plastic wrap. Place the bowl in the fridge for at least 2 hours or until it has doubled in volume.
Remove the dough from the fridge and cut it into 2 equal pieces. Shape them both into a ball and wrap them well in plastic wrap.
Place the wrapped balls of dough back in the fridge for another 3 hours.
After 3 hours, remove the dough from the fridge and un-wrap one ball at a time.
Place the dough on a lightly floured working surface and roll it into a 40x30 rectangle.
Spread half of the walnuts filling over the dough then roll the dough tightly.
Cut the roll in half lengthwise then braid it and place it in a loaf pan (20x10) lined with parchment paper and greased with butter.
Repeat with the second dough ball. **
Cover the breads with plastic wrap and place back in the fridge for at least 8 hours, preferably overnight.
The next day, remove the pans from the fridge and preheat your oven to 320F - 160C.
Bake the breads in the oven for 45-50 minutes or until golden brown and well risen.
Remove from the oven and while still warm, dip them in the sugar syrup for 10-15 seconds, just enough to soak up on flavor, but not become soggy.
Alternatively, if you don't want to bath them in syrup, brush them multiple times with syrup. This step not only flavors them, but also helps them keep their moisture for a longer time.
Let them cool completely before slicing and serving.
Walnut filling: *
Mix all the ingredients, except the raisins if you are using any, in a food processor. Add the raisins (optional) and place aside.
Mix the sugar and water in a saucepan and cook for 5 minutes until the sugar is dissolved.
Remove from heat and let it cool completely then stir in the rum and vanilla. Place aside until needed.
* I recommend making the filling just before you're ready to roll out the dough and fill it, but you can make the sugar syrup even one night before. ** I made one bread using the kringel method by cutting the roll in half after filling then braiding it, but the other was made by cutting the ball of dough in half then rolling it into 2 separate rectangles. Each piece of dough was then filled with the walnut cream and rolled separately only to be braided together in the end.
Recipe by Pastry Workshop at http://pastry-workshop.com/chocolate-sweet-bread-cozonac/