To make the dough, warm up the milk, add a tablespoon of flour, one tablespoon of sugar and the yeast to it.
Give it a stir, then set aside for 10-15 minutes until frothy and well risen.
Beat the soft butter with the sugar, and add the egg yolks.
Sift the flour, add the butter mixture, the yeast mixture, lemon zest and extract and a pinch of salt.
Knead well into a dough for at least 5-10 minutes, we need the dough to be elastic and easy to shape into a ball.Add more flour if necessary. Cover the dough with a clean kitchen towel, then leave to proof for 2 hours or until it doubles its size.
To make the filling, beat the egg white with sugar until it holds stiff peaks. There is no need to use all the egg white, about half of it should do.
Add the cocoa powder, vanilla extract. walnuts, raising and Turkish delight cut into small pieces.
Roll the dough the spread the filling, leaving the edges clear, so the dough can be rolled back into a sausage.
Grease a bread tin well, add the dough, and leave to rise again, for at least another hour or so.
Preheat the oven to 180 degrees Celsius (350 Fahrenheit).
Beat the whole egg, and brush some all over the top of the dough.
Bake on the middle rack for 45 minutes or until a skewer inserted in the middle comes out clean.
Remove from the oven, leave to cool, then run a sharp knife around the edges, it should come out easily.