In a small bowl, add the yeast, 1/2 cup lukewarm water, and 1 teaspoon of sugar and stir together. Set it aside and let it rest for 5-10 minutes to activate the yeast and let it bloom.
Separate the egg yolks and egg whites.
In the bowl of your stand mixer using the paddle attachment, beat the butter and oil together (be sure to start on low speed to avoid splattering oil everywhere). Add the egg yolks and sugar and mix until light and fluffy.
In a separate bowl, beat the egg whites until they form stiff peaks. Add the egg whites to the butter mixture along with the warm milk, orange juice, orange zest and salt and mix until combined.
Replace the paddle attachment with the dough hook on your stand mixer. Slowly add the flour and mix the dough on low speed for 10 minutes until the dough is smooth and elastic and pulls away from the side of the bowl. The dough will be slightly sticky at this point.
Cover the bowl with plastic wrap and clean kitchen towels and place it in dry, warm spot. Let it rise until it doubles in size (about 2 hours).
Once the dough has risen, gently deflate it and then divide the dough into 2 portions to make 2 wreaths (or 4 portions if you are making smaller wreaths).
Working with one portion at at a time, on a floured surface, roll out the dough into a rectangle (16×12 inch rectangle if you are making larger wreaths).
Make the filling by mixing all of the ingredients in a bowl. Spread half of the filling over the dough, leaving a 1 inch border on the longer sides (if you are making 4 smaller wreaths, use only 1/4 of the filling).
Starting at a long side, roll the dough into a log and pinch the ends together to seal. Slice the roll lengthwise, leaving it attached a little at one end. Twist the 2 sliced strands around each other and place ion a baking sheet with the cut sides up. Form it into a wreath shape and pinch the ends together lightly. Cover and let it rise for 1 hour until it doubles in size again.
Repeat with the remaining portions.
Preheat oven to 350F.
In a small bowl, whisk the egg and water to form the egg wash. Brush the egg wash over the loaves.
Bake for 30-35 minutes or until the loaves have browned nicely. Transfer to a cooling rack to cool completely.