Beat the butter with the sifted sugar, vanilla sugar, rum and lemon zest until frothy. Gradually stir in the egg yolks. Beat egg whites into snow. Mix flour with baking powder, sieve, mix with cinnamon and add to the yolk drive.
Mix in the whipped cream and chopped walnuts and fold in the egg whites.
Pour the dough into a greased, floured Gugelhupf pan and bake in the preheated oven at 175 ° C for about 60 minutes.
Let the Gugelhupf cool, turn it out and sprinkle with a sugar-cinnamon mixture.