In a large bowl, add 100g of flour and mix in 200ml of steaming (hot) milk using a spatula. Allow it to cool down for a few minutes. Add the yeast plus 1 tbsp of sugar and mix again. Add a bit more milk (about 50ml) and transfer to the whisk to avoid forming lumps as you mix. Let it proof, covered with a wet towel, for 20 min.
Once the dough has grew in volume, add the rest of the sugar, the egg yolks (which were kept at room temperature), the lemon zest, the vanilla extract, and the salt. Using your hand to mix, start alternating between the rest of the milk and the rest of the flour (900g).
Once the dough becomes more cohesive, gradually add the oil. Continue to kneed until all the oil is incorporated. Then, do the same with the melted butter. In total, you’ll be kneading the dough for about 30 minutes. By the time you’ll have added all the butter, the dough will become very soft and still slightly sticky. You may need to use less than 1kg of flour depending on the brand you use. Form a nice ball and let it proof in the bowl for about 1 hour, covered with plastic foil.
In the meanwhile, start preparing the filling. In another bowl, mix all the dry ingredients together and then incorporate the egg whites. Leave it aside.
Once the dough has doubled in size, remove it from the bowl and transfer it on your countertop. Slightly flatten it with your hands and cut it in 4 smaller balls. Take one of the balls aside. Add some oil on your countertop and on the dough, and continue to fatten and stretch it with your hands until it looks like a large oval about 1 cm thick. Spread ¼ of the filling on the dough and roll it out on the longer side to form a long roll. Try to seal the roll as much as possible and repeat with the remaining 3 balls.
Take 2 rolls and braid them before transferring them into a loaf pan covered with parchment paper. Repeat these last steps with the second sweet bread. Before cooking, coat them with a bit of egg white mixed with sugar. Bake at 320°F for 60-70 minutes.
Let them cool down for at least 1h before cutting them. I hope you’ll fall in love with this recipe as much as I did!