Heat the milk to body temperature, not hot. Pour in the yeast and 200g of the flour. Cover the resulting mixture, the starter, with foil and let it ferment at room temperature for about 1-2 hours.
Pour the eggs and sugar into a bowl, whisk lightly, and add the starter. Then start adding the flour, and once it's incorporated, gradually add the butter and oil, and finally the orange zest and rum.
Leave the dough in a bowl with foil to double in volume for 1 to 3 hours at room temperature.
The fillings. You can make whatever you like. I used chocolate spread.
Shape the dough with your fingers into rectangles for each strand, to apply your preferred filling if you're using one.
Then braid it into your chosen shape. Let it rise for the last time in the baking pan, covered with a cloth, for about 1 to 2 hours.
Before baking, brush very lightly with an egg yolk and 1-2 tbsp fresh milk, without pressure.
Sprinkle with granulated sugar, flaked almonds, or other nuts of your choice. Bake in a preheated oven at 180° for 35-40 minutes. If necessary, cover with aluminum foil to prevent burning.