Makes 2 loaves
- Scant 1/4 cup (1 ounce) all-purpose flour
- 1/4 cup milk
- 1 teaspoon sugar
- 1 packet (1/4 ounce, or 2 1/4 teaspoons) instant yeast
- 2 packets (1/2 ounce, or 4 1/2 teaspoons) instant yeast
- 1/2 cup milk, lukewarm
- 6 egg yolks (save 2 of the whites for the filling)
- 1/2 teaspoon salt
- 1/2 cup (3 1/2 ounces) sugar
- 2 tablespoons rum
- 3 3/4 cups plus 1 tablespoon (17 ounces) all-purpose flour
- Zest of 1 orange
- Zest of 1 lemon
- 1 tablespoon vanilla extract
- 7 tablespoons butter, melted
- 1 tablespoon vegetable or sunflower oil
- 2 egg whites
- 7 ounces walnuts, finely ground
- 2 teaspoons powdered instant coffee
- 3 tablespoons (3/4 ounce) cocoa powder
- 2 tablespoons rum
- 1/2 cup plus 3 tablespoons (5 ounces) sugar
- 1 egg yolk
- 1 tablespoon milk
Pour the egg mixture over the maia, followed by the milk and yeast mixture. Then gradually add the flour, citrus zest, and vanilla. Transfer to the bowl of an electric mixer fitted with a dough hook. Knead for about 10 minutes, or until the dough is soft and pulls away from the sides of the bowl.
Add the butter, a little at a time, kneading after each addition until well incorporated. (I prefer to do this by hand as it is gentler on the dough, and you can feel the mixture becoming silky and elastic—an indication that the butter has been well incorporated.)
Cover and leave in a warm place (over 70 degrees F) to rise for 1 1/2 to 2 hours, until the dough has doubled in volume. If the dough is too soft to handle after rising, knock the air out of it and refrigerate for 30 minutes.
Grease a flat working surface with the vegetable or sunflower oil, turn out the dough, and divide it into four pieces.
Using your fingertips, stretch one of the pieces of dough into a 12- x 16-inch rectangle, with the longer side closer to you. Spread a quarter of the filling evenly onto the dough rectangle, and roll it up, away from you, into a log. Repeat this process with a second piece of dough.
Lay one log over the other to form an “X” shape. Twist the two logs of dough together, starting with one side of the “X” and then repeating with the other side. Lift the twisted dough and place it into one of the prepared loaf pans.
Repeat the whole process with the remaining two pieces of dough and filling.
Cover the pans with a damp tea towel and leave the loaves to proof in a warm place for at least 1 hour, until the dough rises to the top of the pans.
Whisk together the egg yolk and milk for the egg wash, then gently brush onto the tops of the loaves.
Bake for 25 minutes. Lower the oven temperature to 350 degrees F and bake for another 20 minutes, covering with foil if the tops brown too quickly.
Remove the loaves from the pans and place them upside-down or on their sides on a wire rack (so the tops don’t weigh down the rest of the bread and make it stodgy). Cover with a kitchen towel and let cool completely. Slice and serve with a glass of hot milk.