Walnut filling: Whisk 3 egg whites until stiff. Slowly add the sugar and the rum (if using) and continue whisking until the mixture is stiff again. Very carefully fold the ground walnuts into the egg white mixture, do not over mix.
Alternative filling: Chop and mix 300 g/ 10.6 oz dried fruit, like raisins, currants, cherries, cranberries, lemon or orange peel (not too much of those two) and so on. This amount will be enough for both loaves of bread. If you only want to fill one piece of bread with dried fruit, halve the amount of fruit.
Fill: Spread the filling on the rolled dough and form the loaves of bread, either rolled or braided.
Butter two loaf pans, about 24 cm/ 9.5 inches long and 11 cm/ 4.3 wide (a little more or less is fine).
Rolled loaves: Divide the dough in two. Roll one piece on a lightly oiled surface, about 30 cm/ 12 inches long, 40 cm/ 16 inches wide and 3-4 mm/ 0.13 inch thick.Spread half of the filling on top and carefully roll the dough into a thick sausage starting from the shorter side closer to you. Place in one of the loaf pans and repeat with the second piece of dough. Braided loaves: Divide the dough into four equal parts. Roll one piece on a lightly oiled surface about 30 cm/ 12 inches long, 20 cm/ 8 inches wide and 3-4 mm/ 0.13 inch thick.Spread ¼ of the filling on top and roll carefully, starting from the longer left side. Repeat with a second dough piece.Braid the two sausages together and place them in the prepared loaf pan. Repeat with the remaining dough portions.
Let rise: Cover the loaves of bread with kitchen towels and let rise in a warm place for about 1 hour and 15 minutes or until nicely risen.
Preheat: During the last 15 minutes of the rising time, preheat the oven to 160 degrees Celsius/ 320 degrees Fahrenheit. Place a small pan with water on the bottom of the oven.
Egg wash: Mix the egg and the milk. Brush the bread with this mixture and place it in the oven immediately after brushing.
Bake: After 15 minutes, remove the small pan with the water. Continue baking the bread for 45 minutes or until cooked through.
Check after 20-30 minutes and lightly cover the bread with aluminum foil. If they are already brown, they probably will be.
Cool: Remove from the oven and let stand in the pans for 15 minutes. Remove and let cool entirely on wire racks, turning them on another side every 15 minutes or so, so that they retain a nice form.