1 package active dry yeast
1/2 cup sugar
1 cup warm milk
8 tablespoons (1 stick) unsalted butter
1 egg
zest of 1 lemon
1/2 teaspoon salt
4 cups flour
Walnut Paste
4 cups walnuts
1/2 cup sugar
1 1/2 teaspoons ground cinnamon
or cocoa2 tablespoons cognac
1/3 cup hot milk
1 whole egg, beaten
Pour 1/3 cup of the warm milk in a small bowl. Sprinkle the yeast and the pinch of sugar over the surface of the milk. Stir to dissolve and let stand at room temperature until foamy, about 10 minutes.
In a large bowl using a wooden spoon or in the work bowl of a heavy duty electric mixer fitted with the paddle attachment, beat together the butter and sugar until fluffy. Add the egg and beat vigorously for 1 minute.
Beat in the yeast mixture, the remaining 2/3 cup milk, the lemon zest, salt, and 1 cup of the flour. Beat in the remaining flour, 1/2 cup at a time, until a soft dough that just clears the sides of the bowl is formed.
Turn the dough out onto a lightly floured work surface and knead until smooth, about 3 minutes, dusting with flour only 1 tablespoon at a time as needed to prevent sticking. The dough will be very soft but not sticky. Place the dough in a greased deep container. Turn once to coat the top and cover with plastic wrap. Let rise at cool room temperature for 4 to 6 hours, deflating once or twice, or as long as overnight in the refrigerator. Gently deflate the dough.
Turn the dough out onto a floured work surface and divide into 4 equal portions. Form each portion into a thick rectangle, place on loosely floured parchment paper, cover loosely with a clean tea towel, and let rest for 30 minutes.
To make the filling, combine the walnuts, sugar, and cinnamon in a food processor fitted with the metal blade. Process until finely ground. Combine the cognac and milk and, with the motor running, pour the mixture through the feed tube in a slow, steady stream, processing until a thick, spreadable paste is formed. Using a floured rolling pin on a very lightly floured work surface to minimize sticking, roll or pat out each dough portion into a 13-by-7-inch rectangle about 1/8 inch thick. Spread the surface of each rectangle evenly with one-fourth of the nut paste. Working with one rectangle at a time and starting from a long side, fold over a 2-inch section. Continue to fold the dough in this manner to create a flattish oval (rather than round) long log of dough. Pinch the seams and place the dough, seam side down, on a greased baking sheet, fitting all 4 rolls horizontally on the pan about 2 inches apart. Brush with the egg glaze and prick all over with a fork. Let rest, uncovered, at room temperature about 20 minutes. Preheat oven to 350F. Brush once more with the beaten egg. Place the baking sheet on a rack in the center of the oven and bake 30 to 40 minutes, or until golden and the loaves sound hollow when tapped with your finger. Let rest on the baking sheet 10 minutes. Using a large spatula, transfer the loaves to a cooling rack. Cool completely.
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