Preheat the oven to 360 °F.
Here comes the tricky part. When the dough has been sitting in the fridge for an hour, take it out and prepare it for rolling out. Prepare a large baking dish (or two smaller ones, approximately 11 x 3 inch).
I split the dough into halves; It seems easier to form two smaller nut rolls.
Prepare two sheets of parchment paper, wide enough to fit the baking dishes (approx. 11 x 3 inch).
For each of the dough pieces, prepare two sheets of transparent kitchen nonstick foil. Line the first sheet on the parchment paper, place the dough on it, and cover it with the other sheet of foil. Note: I did this because I didn’t own a silicone roller at the time. And the dough does stick to the wooden one as well as to the parchment paper! Roll out the dough, placed in between the foil sheets. Make it kind of square and as wide as the baking dish.
Take the upper foil off, and flip the rolled out dough onto prepared parchment paper. Now pull the other sheet of foil off.
Spread half of the filling, covering ⅘ of the rolled out dough. Don’t press down too hard, for the dough might stick to the parchment paper.
Lifting up the parchment paper, start making a roll (kind of like making maki sushi.
When done, lift the nut roll together with the parchment paper, and place it into the baking pan. Be careful, as the roll may break quite easily.
Repeat with the other half of the dough and the rest of the filling.
Bake for 40 - 45 minutes altogether. After 20 minutes, take the rolls out and gently cover them with egg yolk. Return them to the oven.
When done baking, leave the rolls inside the oven to cool down. The texture and the taste will be best the next day, so prepare in advance. Enjoy!
If you wish, use any other type of nuts instead of walnuts. You can see three different rolls in this picture, some with double amount of filling to suit the taste of a family member.