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1
Heat 2 cups of milk in a saucepan over low heat until the milk just comes to a simmer; remove from heat, and let cool.
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2
Mash the cake yeast with the warm water in a bowl, and set aside.
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3
In a bowl, whisk together the flour with 1 teaspoon of cinnamon and 1 teaspoon of nutmeg.
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4
In a separate large bowl, mash the butter with 1 cup of sugar and the salt until the mixture is smooth and creamy.
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5
Beat in 2 eggs and 1 teaspoon of vanilla extract.
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6
After milk is cooled to a warm temperature, stir the yeast mixture into the scalded milk, and stir the milk mixture to the creamed butter mixture.
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7
Beat in 3 cups of flour until completely incorporated, and beat in remaining flour, 1/2 cup at a time, until the mixture forms a smooth dough that's almost sticky.
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8
Dough will be very soft.
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9
Turn the dough out onto a well-floured work surface, and knead until smooth and elastic, about 8 minutes.
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10
Place the dough into an oiled bowl, and turn the dough over to coat all sides with oil.
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11
Cover with a floured kitchen towel, and let rise in a warm place until doubled, 2 to 3 hours.
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12
Punch down the dough, cut into 6 equal pieces, and roll each piece into a ball.
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13
Cover with floured kitchen towel, and set the balls into a warm place to rise until doubled, 40 minutes to 1 hour.
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14
While dough is rising the second time, make the nut filling: tear toasted bread into a few pieces, and grind toast with walnuts and pecans in a food grinder, or process in the work bowl of a food processor until finely chopped.
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15
Place the nuts into a bowl; mix in 1 teaspoon of vanilla extract, 1 cup of honey, 1/2 cup of sugar, 1 teaspoon of cinnamon, and 1 teaspoon of nutmeg until thoroughly combined.
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16
Mix in milk, a little at a time, to make a workable mixture.
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17
Beat egg whites to stiff peaks in a bowl with an electric mixer, and gently fold the egg whites into the nut mixture until completely combined.
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18
Preheat oven to 350 degrees F (175 degrees C).
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19
Line a baking sheet with parchment paper.
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20
Roll out each piece of dough on a floured surface into a 12-inch square; brush with melted butter.
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21
Spread 1/6 of the nut mixture onto each square of dough, and roll each into a log; pinch ends and seam tightly together, and tuck the ends underneath the roll.
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22
Place filled rolls on the prepared baking sheet, seam sides down.
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23
Beat egg yolks and 1/2 cup of milk together in a small bowl, and brush the rolls with the egg yolk mixture.
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24
If desired, allow to rise 30 more minutes (for more puffy rolls).
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25
Poke holes in the rolls every 4 inches.
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26
Bake in the preheated oven until golden brown, 50 to 65 minutes.
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27
A toothpick inserted into the center of a roll will come out clean.
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28
Brush rolls with melted butter after removing from oven; allow to cool on racks.
