Mix the lukewarm milk, dry yeast, and 2 tablespoons of sugar until dissolved.
Add the flour, the remaining sugar, the egg yolks, the grated lemon zest, the lemon essence, the orange essence, and the salt.
Mix, pour in the melted and cooled butter, continue mixing, then knead for 15 minutes.
Transfer the dough into a bowl greased with oil or butter and let it rise for 90 minutes, or until it doubles in volume.
After it has risen, divide the dough into 4 equal pieces, shaping each piece into balls.
Roll out each dough ball into a rectangular shape, spread half of the chocolate cream (leaving the edges bare), sprinkle half of the ground nuts, and finally add half of the chocolate chips before rolling it up.
Set aside and roll out the second piece.
Spread with pistachio cream.
Sprinkle with a layer of nuts and chocolate drops on top.
Roll and braid the dough.
Transfer it into a baking pan with a diameter of 31x16 cm.
Proceed in the same way with the other two remaining pieces.
Let the cozonaci rise for about 40 minutes or until they double in size.
Before baking, brush the cozonaci with beaten egg and sprinkle with chopped almonds, then bake for 50-60 minutes at 155 °C.
Let it cool for at least an hour and enjoy.
Bon appétit!