• Mix the egg yolks with salt, yoghurt, orange zest, vanilla in a bowl, and leave it aside. 

  Heat the milk in a pan and pour a part of it over the above mix.
• The other part goes in another bowl over the yeast mixed with sugar. Allow 10-15 min to activate the yeast, preferably in a warm place. 
  
• Place the flour in a large bowl and add the wet ingredients. Knead with one hand. The dough might be soft and sticky at first, but do not add extra flour! As you knead it, the consistency will change. 
  
• Add the tepid butter mixed with oil little by little and keep kneading. 
• When the oil is absorbed, you can move the dough on a floured worktop and continue to knead. The whole kneading process should take approximately 20-30 minutes. 
  
• Place the dough back into the large bowl, cover it with a dry kitchen towel and let it rise until the volume doubles, preferably in a preheat oven to 40°C (104°F).
  
• Importantly, before you cover the dough, you should make a cross sign over it. Believe it or not, it will make your dough rise - so say all the Romanian, Italian or Balkan lady bakers. 

  Since I only made cozonac once in my life and a long time ago, I don't remember if I respected this tradition/superstition. To me, all baking and cooking ingredients, in general, are chemical compounds that produce a chemical reaction at a temperature and mix nicely to result in the food we eat. 

  Try to convince a granny, especially one who lives in the countryside, that cooking is biochemistry! It's way easier to cross the dough and spare a long scientific debate that will not convince the granny in the least! 

  This year, I baked with mom and had fun when we got to this point in preparation, but she still respected the tradition!

Method for the nut filling (makes three cozonaci)

• While the dough rises, prepare the filling by mixing well the dry ingredients. 
• Separately, whisk the egg whites until stiff, then incorporate spoon by spoon into the dry mix until obtaining a thick paste. 

Method for the poppy seeds filling (makes three cozonaci)

• Place the ground poppy seeds in a pan and cover them with milk.
• Place the pan over medium heat and mix continuously until the poppy seeds absorb the milk. 
• Add the sugar, orange zest, cinnamon and rum essence and keep stirring until the ingredients incorporate nicely.
• Remove the pan from the heat and let the content cool before use. 

Method for filling and baking cozonaci

• Oil the worktop, divide the dough into six equal pieces and let it rest for 10 minutes.
  
• Using your hands, spread each part at a time in a rectangular shape and cover it evenly with 2-3 spoonfuls of the walnut mix, leaving the edges free.
• Roll it and leave it on the side.
  
• Repeat the process with a second piece, braid them together and place your first cozonac in a loaf tray coated with parchment.
  
• Because the dough is elastic, you can pull or tuck it to adjust to the tray size. 
• Repeat the process with the rest of the dough pieces and nut/poppy seeds filling.
  
• Preheat the oven to a maximum of 40°C/104°F, turn the heating off and place all three loaves on racks. Close the oven door and let the cozonac rise for about 20 minutes.
• Remove the trays from the oven.
• Beat an egg and use a brush to coat the entire surface, then sprinkle a little bit of sugar evenly.
• Place all three trays back in the oven on the same rack so that they are positioned right in the middle, but leave some space between them to allow hot air to reach the trays evenly.  
• Heat the oven to 130°C/266°F at first, for about 10-15minutes, then increase the temperature to no more than160°C/320°F (fan oven) and let the cozonaci bake for another 45 minutes until they turn golden brown. 
  
• When ready, remove from trays, place the loaves on a rake and let cozonac cool completely before you slice them.