1-Step 1: Make the Sponge Begin with the sponge by combining 200 grams high-protein flour, 200 ml lukewarm milk, and 14 grams dry yeast or 40 grams fresh yeast. Let it rise in a warm oven at 50°C (120°F) for 15-20 minutes until it becomes bubbly. This step activates the yeast and builds a strong base for your dough.

2-Step 2: Mix the Dough Add the bubbly sponge to the dough ingredients, excluding the butter, and mix on low speed for 10 minutes to develop gluten. Gradually incorporate the softened 200 grams unsalted butter over the next 20 minutes, aiming for a total mixing time of 30 minutes. This creates a smooth, elastic dough that’s key to the cozonac’s texture.

3-Step 3: Proof and Stretch Proof the dough in a warm oven at 50°C for 20 minutes, then do 3-4 stretch and folds. Repeat this routine two more times for a total of 60 minutes of proofing with stretches, followed by a 15-20 minute rest at room temperature. Use high-protein flour here to help with gluten development and achieve that pillowy crumb.

4-Step 4: Prepare the Filling and Pans Grind 500 grams walnuts with 100 grams sugar, 12 grams cocoa powder, and other dry filling ingredients until fine, then mix in wet ingredients like 80 ml milk and 20 ml spiced rum to form a smooth paste. Coat loaf pans with butter and flour, and optionally line with parchment paper for easy removal.

5-Step 5: Shape and Fill Divide the dough into two equal pieces, then split each into 2 or 3 strips. Roll the strips wider and longer than your loaf pans, spread the filling evenly, and roll them up like carpets. Twist or braid the rolls and place them in the prepared pans, using parchment paper to help.

6-Step 6: Final Proof and Bake Let the shaped dough proof in a warm oven at 50°C for 30-40 minutes until puffy. Preheat your oven to 175°C (350°F), brush with the beaten egg for a golden crust, and bake for 15 minutes. If it browns too quickly, cover with foil and lower the temperature to 150-160°C (300-320°F) for another 30 minutes. Cool for 15-20 minutes before slicing.