Step 1

Warm up the milk to 110F/44C, add the sugar, and mix to dissolve. Add the yeast and set aside in a warm, draught-free place for 5 minutes or until frothy.

Step 2

Add the lemon rind and vanilla.

Step 3

Separate the eggs. For the dough, we will use only the yolks. (The egg white will be used to make the filling.)

Step 4

In a small bowl, mix yolks with the salt. Salt is essential in baking. It enhances the taste of the final product. Also, in this case, the salt intensifies the color of the yolks, and the bread will have a slightly yellow, beautiful color. Set aside.

Step 5

Meanwhile, sift the flour and place it in a bowl of a stand mixer fitted with a dough hook. Start the mixer on low speed and add egg yolks. Mix slowly while you start adding the milk mixture.

Step 6

You will obtain a very soft, sticky dough. Continue to mix while you add the soft butter, little by little. Continue to knead at low speed for 6-8 minutes or until the dough is smooth, elastic, and not sticky anymore.

Step 7

Beat the egg whites frothy, then add the sugar and continue to beat to a soft pick. Fold the ground walnuts and the mixture of raisins and rum gently.

Step 8

Brush four loaf pans with melted butter to grease.

Step 9

Punch the center of the dough down with your fist and turn it onto a lightly oiled surface. Knead for 1-2 minutes or until reduced to its original volume.

Step 10

Divide the dough into 4 equal portions. Use a lightly oiled rolling pin to roll out a dough portion to an 8x10 inches(20 cm x 25 cm) rectangle.

Step 11

Sprinkle a quarter of the filling evenly over the dough. Starting from a long side, roll up the dough to form a log and enclose the filling. Repeat with the remaining dough portions and filling.

Step 12

Place each log into a tin. Cover with a slightly damp kitchen towel and set aside in a warm place for 1 hour or until almost doubled in size.

Step 13

Preheat the oven to 350F/180C.

Step 14

Brush the tops of the loaves with the whisked egg and sprinkle with the raw sugar.

Step 15

Bake for 20 minutes. Reduce the temperature to 330F/170C and bake for a further 30 minutes or until cooked through and the loaves sound hollow when tapped on the top.

Step 16

Your oven could be different. Therefore you might need to bake for another 5-10 minutes or less. Stand in the tins for 5 minutes before turning onto a wire rack to cool (this will take about 1 hour).

Step 17

Serve at room temperature, cut into slices and enjoy!