Add all the dry ingredients to a big bowl. Whisk them so they are all distributed evenly.
Warm-up the milk and melt coconut oil in it. Add agave syrup and mix.
Add the wet ingredients to the dry ones and mix them all together. Start kneading and knead for 5-10 minutes so the dough becomes elastic and smooth. Cover the ball with a wet kitchen towel and let it rest until it doubles in size - about 1 hour.
Meanwhile, prepare the walnut filling. Ground the walnuts. Bring milk to a boil. Put raisins into the hot milk and let them sit for a few minutes. Add cinnamon and lemon zest to walnuts and whisk it all together. Grate the apple. Add the apple, milk with raisins, and agave syrup to walnuts and mix it well.
When the dough has doubled in size, transfer it to a floured surface. Roll it out into a rectangle, about 5 mm thick. Spread the filling evenly around the whole surface. Using a knife even it out as much as possible.
Start rolling the dough into a snake shape length-wise. Make sure you're putting an even pressure all the time, rolling the dough quite tightly, but still gently enough to keep the dough fluffy.
Take your bundt cake or rectangular long baking tray and grease it. Then sprinkle it with flour. Take your snake and transfer it to the tray. Be careful not to tear it, it's quite heavy and very soft. If there's someone around, ask them if they can help.
Bake at 180°C for 40 minutes covered with tin foil. After that, bake uncovered for 20 more minutes. Before you cut into it, let it sit for a bit to cool down at least a little. It's best when still a bit warm, but not at all hot.