Take a round oven dish and sift the flour in it. Salt it, grate the rind of 1 lemon and squeeze out its juice. Heat the milk - it needs to be warm but not hot. Dissolve the yeast with a tsp of sugar in it and let it bubble for about 15 min. Make a well in the flour. Beat the eggs with the sugar only enough to loosen them up a bit (don't beat to a cream), pour them into the well, add 1 tbsp rum and the oil.
Begin kneading, while also gradually adding the milk with the yeast, to obtain a soft, homogeneous dough that's slightly sticky to the touch. Take it out of the oven dish, sprinkle a counter or table with a little flour, put the dough in it and knead again.
Melt the butter on the stove but don't let it start braising or burning. Knead the dough about 15-20 min., while opening up the dough and pouring in a bit of the butter throughout the process, then covering it and kneading again. After the butter is absorbed each time, open up the dough again and pour in more butter. Repeat this procedure until the dough has absorbed all of the butter this way. What this does is form something like layers from the dough and after it's baked, the cozonac becomes fluffy and stringy.
Put the dough in a bowl and cover it with foil. The cozonac dough needs to rise - this takes about 2 hours in a warm area. Do not put it in a preheated oven - I'm not a fan of this process and don't recommend it. It's best to let the dough rise on its own, to at least double its initial size. The wait is worth it.
Lightly knead the now risen dough, press on it to drive the air out and form it into 6 equal-sized balls. You're going to need 3 of these balls for each cozonac. Take each one and roll it out into wick using your hands - they need to be same length. If it's hard for you to shape them by hand you can roll out the balls into rectangles first and then wrap them into rolls.
Place the 3 wicks side by side, along their length, merge them together at the top and twist them into a weave. Smear a suitable cake form with a little oil and place the woven cozonac in it.
Repeat this for the other 3 balls of dough. The dough produces 2 large cozonacs or 3 small ones. You can either form them into a weave this way or into a round shape - it's your choice. Cover the 2 cozonacs with foil and leave them to rise again in a warm area for about 1 hour until they double in volume. Preheat the oven to 302°F (150 °C).
Beat an egg white lightly and smear the 2 cozonacs with it. Sprinkle them with crystal sugar and put them in the oven. Turn it up to 338°F (170 °C) and bake them for about 40-50 min. with the fan on but be sure to keep an eye on them. Once baked, take them out of the oven, leave them to cool for a few min., carefully take them out of the forms and leave on a metal cooking grid to cool. If you leave them in the forms, there's a risk of them smothering and going stale on the bottom.
Notes: I smeared the cozonacs with beaten yolk this time, although I usually smear them with egg white. The egg white doesn't burn as much. Also, if you see them start to burn on top, immediately cover them with aluminum foil, just throw it on top so they can continue baking normally.
You can add chocolate, raisins, almonds, blueberries, nuts or whatever you have available, to the cozonac. This is a basic recipe but you can garnish it anyway you like. Once the dough rises the first time, add the chocolate/raisins before you shape it, knead well, then shape it.
It's important to note that the more sugar a dough contains, the harder it is for it to rise and bake. The sugar acts like a glue in the dough. In small quantities it activates the yeast but in larger ones it does the exact opposite - it makes rising significantly more difficult. If you'd like to have a fluffy thread-like cozonac, just know that there's no way to make it super sweet at the same time.
For sprinkling the cozonac, you can sprinkle on as much sugar as you like but it does burn and darken, so for a lighter sugar covering it's good to moisten the sugar a bit before sprinkling.
It's important for all ingredients to be at room temperature. The best cozonacs are made with fresh yeast - you need 1 cube. If using dry yeast, you need 2 4/5 tsp (14 g) dry yeast or 2 1/5 tsp (11 g) instant yeast.
2 lb (1 kg) of flour is enough to start kneading but you can add a little bit more if needed. Additionally, if the dough is too soft and sticky, you're going to have to add a little more flour. If it ends up hard and difficult to knead, it means you don't have enough liquid, in which case you need to pour in a little more milk.
Cozonacs are kneaded with love and desire. This is no exaggeration, if you're doing it fast, nothing good's going to come out. Work slowly, pamper the dough as if it is your greatest love.
If making them for a special occasion, make sure to make one ahead of time so you get it down. This way you'll see how it's done and have the opportunity to spot things you've done well and not, to prevent mistakes next time and have the entire process be easier the second time around.