Romanian sweet bread is very tasty treat, it can serve as a cake or breakfast.
Make the dough: 1 cup milk, with 1 tsp. sugar, nutmeg, yeast, and vanilla seeds in the bowl of a stand mixer fitted with the hook attachment; let sit about 12 minutes. Whisk in 1/3 cup sugar and egg until smooth; add salt and flour, and mix until dough forms. Increase speed to medium-high, and knead for 4 minutes. While mixer is running, add butter to dough and mix until smooth, continue kneading for 5 minutes more. Cover bowl with wrap (plastic) and let dough sit about 1 hour.
Meanwhile, pour milk, rum, walnuts, and sugar to boil in saucepan over medium heat, and cook, stirring, until liquid is reduced and mixture is brown and has thickened, about 20 minutes. Remove from heat, and stir in juice; let walnut mixture cool completely. Punch down dough, and add walnut mixture to dough; return to mixer fitted with the hook attachment, and mix on low speed until walnut mixture is evenly incorporated into the dough. Transfer dough to a greased pan and cover loosely with wrap (plastic), let sit about 45 minutes.
Heat oven to 180°C. Uncover and bake until golden brown, about 1h 45 min. Leave to cool.