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1
Grate the marzipan on the large holes of a cheese grater, then refrigerate the grated marzipan until needed. The colder it is, both pre- and post-grating, the less sticky it'll be.
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2
Crush the saffron into small pieces, using your hands or a mortar and pestle. In a small skillet, toast saffron over medium-low heat for about 30 seconds, or just until it becomes fragrant. Add butter to the skillet and melt it, then turn off heat and let the saffron steep in the butter while you prepare the rest of the ingredients.
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3
Use a saucepan or the microwave to warm the milk to about body temperature. (I like the baby-bottle test: put a couple drops of milk on the inside of your wrist, and if you can't feel it, it's the right temp.) Stir the yeast into the warm milk, and let stand for 5 minutes.
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4
In a large mixing bowl, combine flour, sugar, salt and cardamom (if using). Combine the saffron-infused butter with the milk and yeast, then stir in the cheese or yogurt. Add this mixture to the dry ingredients and mix until a stretchy dough forms. If the dough seems too sticky, add a little more flour; if it seems too dry, add a splash of milk.
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5
Lightly oil a large, clean mixing bowl. Transfer the dough to the bowl, cover with a damp towel, and let rise in a warm place for 90 minutes, or until doubled in size.
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6
Preheat oven to 425u00b0 F, and line two baking sheets with parchment (or, if you don't have parchment, grease them lightly). Turn the dough out onto a lightly floured surface, and stretch or roll it into a rough rectangle. Sprinkle the shredded marzipan over the dough, and distribute the nuts (if using) evenly over the marzipan.
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7
Roll the dough lengthwise into a log and pinch the seam shut. Slice the log of dough crosswise into 1-inch-thick rounds, and lay the rounds on the baking sheets about 1 1/2 inches apart. Cover the baking sheets with clean towels and let the buns rise another 30-40 minutes.
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8
Beat together the egg and water to make an egg wash. Brush the tops of the buns with the egg wash and sprinkle with sugar. Bake for 12-15 minutes, or until golden, then remove from oven. Let cool on the baking sheets for 5 minutes, then transfer to a rack to finish cooling.
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9
These will keep for in an airtight container at room temperature for up to 3 days. Make sure you let them cool completely before packing them up, or the residual moisture will melt the sugar topping.
