In the bowl of a stand mixer, add the flour, yeast, sugar and salt and stir to combine.
In a small pot, add the milk and split vanilla bean with seeds. Heat the milk until 10 degrees Fahrenheit. Once ready, remove the bean to discard.
Add the warm milk, vegetable oil and egg to the flour mixture and begin to beat at medium-high speed until mixture begins to come together.
If the mixture is too sticky, gradually add up to ¼ cup more flour until dough forms into a ball. Once ready, place dough on a lightly floured surface and hand knead for about 2 minutes. It should be very smooth and if you press a finger in the dough, it should bounce back easily.
Divide the dough into 2 balls and cover with a clean dish towel to rest, while you make the poppy seed filling.
To a medium sized bowl, add the sweetened canned poppy seed filling, as well as vanilla extract and orange and lemon zest. The premade filling is already sweetened, so no need to add any more sugar. Mix everything together, it will be a bit sticky and thick.
On a lightly floured surface, roll out each ball of of dough to a 8 x 10 rectangle and divide the poppy seed filling onto each dough. Use a spatula or spoon to spread the poppy seed filling in an even layer, leaving about an ½ inch border around the sides.
Next, roll the bread "jelly roll" style, tucking the end closest to you in, and rolling into a log. Then place the rolls onto parchment lined baking sheet, seam side down and brush with egg wash all over the top and sides.
Cover the poppy seed roll with a clean towel and let rise in a warm spot for 1-1 ½ hours. Meanwhile, preheat oven to 350 degrees Fahrenheit.
Once the rolls are just about doubled in size, bake for 25-30 minutes or until golden brown. Check at about 20 minutes, if bread is browning too quickly, cover with foil and continue baking.
Once done, let the poppy seed rolls rest for at least 15 minutes before slicing. When ready to serve, slice and dust with powdered sugar.