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1
Combine the 5 tablespoons sugar, butter, egg yolks, and sour cream in the bowl of a food processor fitted with the dough blade and process well. Add the flour and yeast and process until the dough comes together. If the dough feels too wet, add a little more flour; if it's too dry, add milk a tablespoon at a time. The dough should be moist and easy to work with.
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2
Shape the dough into a ball, cover with a damp towel, and set aside. To make the filling, heat the milk and 1 cup sugar in a saucepan until the sugar dissolves and the mixture has a syrupy consistency. Add the chopped walnuts and stir to combine. Remove the saucepan from the heat; stir in the lemon zest and raisins, and let filling cool.
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3
Divide the dough into three pieces. Roll one piece of dough out on a lightly floured surface to form a long rectangle about a 1/4-inch thick; keep the remaining dough covered. Spread 1/3 of the walnut filling on the dough, leaving about an inch of dough at each edge. Roll the dough up to form a log, and press to seal. Place the dough, seam-side down, on a parchment-lined baking sheet. Repeat with the remaining dough and filling.
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4
Beat the egg with the tablespoon of water to make an egg wash. Brush the loaves with egg wash and let rest for 1 hour in a warm place. After the dough has risen, brush it again with egg wash and put the baking tray in the refrigerator for 30 minutes (this will give the dough a shiny finish).
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5
Preheat an oven to 375 degrees F (190 degrees C).
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6
Bake the loaves until they're a deep golden brown, about 35 to 45 minutes.
