Make yeast starter: Mix ⅓ cup lukewarm milk with 4 ½ teaspoons active dry yeast and ½ teaspoon granulated sugar. Let it sit in a warm place until the yeast activates. You'll see foam with bubbles forming on the surface, indicating that the mixture is ready.
Make yeast dough: In a mixing bowl, combine 6 cups all-purpose flour, 1 ⅓ cups lukewarm milk, ¾ cup granulated sugar, 2 Tablespoons lemon zest, ½ teaspoon ground nutmeg, 2 teaspoons vanilla extract, and 3 egg yolks. Pour in the entire mixture with the activated yeast.
Knead the dough in the mixer with the dough hook attachment for about a minute until everything roughly comes together.
Turn off the mixer and add 1 stick unsalted butter (softened), cut into pieces, and 1 teaspoon salt to the mixture. Process on medium speed for another 8-10 minutes, scraping down the dough that is sticking to the sides of the bowl.
Finally, add 4 Tablespoons chopped nuts and 3 Tablespoons raisins to the dough. Knead at low speed for a maximum of one minute. If you soaked the raisins in rum beforehand, drain them in advance!
Turn the dough out onto a lightly floured work surface and shape it into a ball. Place it in a sufficiently deep bowl, cover with plastic wrap, and let it rise in a warm place until the dough doubles in size. This may take up to two hours. Midway through the rising process, briefly knead the dough by hand to support further rising.
Braid the bread: Divide the proofed dough into four pieces – each for one braided bread. Roll out each portion of dough into a single strand about 1 inch (2.5 cm) thick. Fold the strand in half, leaving space in the middle for inserting an egg. Loosely twist the ends together, pressing them firmly together at the bottom. I sealed the ends using the tines of a fork. Process the remaining pieces of dough in the same way.
Transfer the braided breads to a baking sheet lined with parchment paper. Insert an egg into the eye at the bend. Cover with a clean towel and let it rise for another 30 minutes.
Beat 1 egg with a fork in a bowl and brush the egg wahs over the braided breads on all sides. Finally, sprinkle their surfaces with 3 Tablespoons chopped nuts.
Baking: Preheat the oven to
350 °F. Bake for 23 minutes until the surface turns golden brown. If desired, sprinkle 2 Tablespoons powdered sugar over the cooled breads.