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1
: In a small bowl, combine yeast, warm water, 1/2 teaspoon sugar, and 1/4 teaspoon flour and let sit until proofed (mixture will start to bubble), about 5 minutes.
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2
In a small saucepan, scald milk by heating to just below boiling (about 180u00b0F), then let cool to 110u00b0F, about 2 minutes.
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3
In the bowl of a stand mixer fitted with a paddle attachment, combine milk, remaining sugar, and salt. Add yeast mixture, eggs, vanilla extract, and melted butter, and mix to combine. Change to a dough hook, add remaining flour, and kneed until elastic and smooth and dough pulls away from the sides of the bowl, about 5 minutes. Place dough in a lightly greased bowl, cover with plastic wrap, and let stand until doubled in volume, about 1 1/2 hours.
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4
: While dough is rising, combine walnuts, sugar, and cocoa powder in the bowl of a food processor and pulse until the texture of sand, about 10 pulses. In a medium saucepan, heat milk and butter until just at a boil, then pour over the ground walnut mixture. Add egg yolk and vanilla and stir vigorously until combined. Set aside.
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5
: Grease baking dish with butter. Place dough on a clean, floured surface. Roll out until it is a very thin 12-inch square. Cover with filling. Roll the dough carefully from the long end, jelly-roll style, then shape into a U, placing seam side down. Carefully transfer to prepared baking dish. Cover with plastic wrap and let rise until almost doubled in volume, 30-40 minutes.
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6
Adjust oven rack to middle position and preheat oven to 350u00b0F. Brush dough with egg white then sprinkle with sugar. Bake for 15 minutes. Decrease oven temperature to 300u00b0F and bake until golden on top and a thermometer inserted in the center of the dough reads 200-210u00b0F, about 30 minutes. Remove from oven and let cool 15 minutes before turning out onto a wire rack.
