Cozonac (romanian brioche) that doubles its volume, the most successful recipe tested

Dough ingredient:
200 ml milk with 3.5% fat
35 g of fresh yeast
20 g vanilla powdered sugar
700 g flour + 1 extra tablespoon for yeast
200 g caster sugar + 1 tablespoon more for yeast
5 yolks
10 g of salt
200 g cream
50 ml oil
100 g melted butter and cooled with 82% fat
lemon and orange peel
Filling ingredients:
5 egg whites
25 g cocoa
15 ml rum
100 g powdered sugar
500 g ground walnuts
turkish delight
For grease and sprinkle:
1 egg
sesame
granulated sugar