Romanian Sweet Bread with Nut Filling (Cozonac cu Nuca)

One of the greatest achievements in the life of a Romanian woman is to make a good cozonac.  I know, it's silly.  But people really are afraid to even try making it because it takes a lot of little details to ensure the success of this bread.  It's well worth it though, as the taste is absolutely amazing!  Super aromatic, fluffy and simply delicious, this sweet bread will sure win you over. My dough didn't really rise during the time it was supposed to, even though it was well covered and it sat on a warm surface, like it's required.  I almost gave up and didn't want to make it anymore, thinking that it will fail.  It only rose a little after I put the filling in, but still not much.  Very disappointed, I put it in the oven and what do you know!  Not even 10 minutes into it and BAM, it rose like crazy!  And it continued to do so, until it became this beautiful, wonderful, fluffy yumminess.:)  Anyway, enough of this blabber.  Here's the recipe!  Enjoy!

 Ingredients:

For the dough:
-4 cups PLUS 1 Tbs flour
-1 package active dry yeast
-1 cup PLUS 1 Tbs sugar
-4 egg yolks PLUS 1 full egg
-1 cup PLUS 2 Tbs warm milk
-pinch of salt
-1 Tbs rum extract
-1 tsp vanilla extract
-3 Tbs to 1/4 cup oil
For the filling:
-2 cups finely chopped walnuts
-1 Tbs cocoa powder
-1 egg white
-1/2 cup sugar
-1 Tbs rum extract
For brushing:
-1 egg yolk
-1 Tbs milk
Directions:
Preheat oven to 375 F.  You will place the dough on top of the stove, where the heated oven will provide enough heat.
Mix yeast, 1 Tbs sugar, 1 Tbs flour and 2 Tbs milk.  Let it sit for about 15 minutes.
Mix all the eggs, sugar and salt.  In the mixing bowl pour the flour and make a crater out of it.  Inside the crater pour the yeast mixture, egg mixture, warm milk, rum and vanilla extracts.  With the hook (paddle works fine too) attachments, mix the dough for about 10 minutes.  Gently fold in the oil, a little at a time.  Cover the mixture well and put on top of stove (see note above).  Let sit for about 2 hours (it should double in size).
Meanwhile, mix all of the filling ingredients.
When the time is up for the dough, spray a bit of oil on your kitchen countertop.  Divide dough into two.  Spread them out into rectangles (not too thin).  One one of them pour out all the filling mixture.

Spray generously a large loaf pan with cooking spray. Gently roll both doughs (the filled one and empty one).  Then intertwine them (like a two strand braid).  Carefully, pick up the "braid" and place it in prepared pan.  Cover and let it rise for another hour.  Brush with egg mixture.
Bake in preheated oven for 30 minutes.  Lower the heat to 350 F and bake for another 15-20 minutes. If the crust gets too dark, cover it loosely with aluminum foil until the cozonac is fully cooked (the toothpick should come out clean).  Enjoy!