1. Place the yeast, sugar and two cups lukewarm water into the bowl of an electric mixer and let sit for five minutes.
2. Add all remaining ingredients, alternating dry and wet. Mix on high speed using the dough hook for a full five minutes. Cover dough and let rise for about 1 hour, until doubled.
Prepare the Filling
1. Meanwhile, make the filling: Beat egg whites in the bowl of an electric mixer until soft peaks form. Add remaining ingredients and mix until smooth.
3. On a floured surface, roll each piece of dough out thinly and smear with one sixth of the filling. Roll up tightly into a long rope. Fold rope in half and twist until the whole thing looks just like a twisted piece of rope. Repeat with remaining dough and filling.
4. Place in greased loaf pans, cover, let rise again for one hour. Preheat oven to 350 degrees Fahrenheit.
5. Mix ingredients for egg wash. Brush cake with mixture and bake for 45 minutes.