Method:
Prepare the Filling:
In a small saucepan, combine the sweet wine (or grape juice), lemon zest, cinnamon, cocoa powder, and sugar. Bring to a simmer over low heat.
Add the crushed walnuts, hazelnuts, pine nuts, raisins, and candied peel. Stir to combine and cook for an additional 2 minutes.
Transfer the mixture to a bowl and let it cool completely.
Prepare the Dough:
In a mixing bowl, combine the cold milk, egg yolks, yeast, sugar, vanilla extract, and orange zest. Mix until the yeast and sugar are dissolved.
Add the flour and salt to the wet ingredients, mixing until a dough forms.
Knead the dough for about 3 minutes, then incorporate the softened butter in small portions, continuing to knead for an additional 4 minutes until smooth and elastic. The desired dough temperature is around 25-26°C (77-79°F).
First Proofing:
Place the dough in a lightly greased bowl, cover with a clean kitchen towel, and let it rise in a warm, draft-free area for about 1.5 hours, or until doubled in size.
Folding and Second Proofing:
Gently deflate the dough and perform a fold by stretching and folding the edges toward the center.
Cover the dough again and let it rise for another 1.5 hours.
Assemble the Gubana:
On a lightly floured surface, roll out the dough into a rectangle approximately 12x18 inches (30x45 cm).
Evenly spread the cooled filling over the dough, leaving a 1-inch (2.5 cm) border around the edges.
Starting from the long side, tightly roll up the dough into a log, sealing the edges to encase the filling.
Shape the log into a loose spiral or snail shape and place it onto a parchment-lined baking sheet or into a greased 9-inch (23 cm) springform pan.
Final Proofing:
Cover the shaped dough with a kitchen towel and let it proof for 1.5 to 2 hours, or until it has visibly puffed up.
Baking:
Preheat the oven to 160°C (320°F) with the fan on.
Brush the top of the dough with the egg yolk and milk glaze.
Bake for approximately 50 minutes, or until the internal temperature reaches above 94°C (200°F) and the bread is golden brown.
Cooling and Serving:
Allow the Gubana to cool on a wire rack before slicing.
Traditionally, it's enjoyed with a splash of grappa or sweet wine.