Dissolve yeast in milk; add sugar and combine. Cover in warm place, about 10 minutes, until bubbly.

In a sauce pan, Scald milk; add butter. Cool to lukewarm.

In small mixer bowl, beat egg yolks, sugar, salt and vanilla until lemon-colored.

In large bowl, sift 1 1/2 cups flour.

Pour mixture of prepared yeast, milk, butter, eggs and sugar into mixing bowl with 1 1/2 cups of flour; beat with electric mixer until smooth and elastic. Keep adding flour and mixing with a wooden spoon until of consistency that dough can be handled without sticking.

Place on floured board and knead for about 15 minutes, adding flour as needed, to make a non-sticking dough. Place dough in well-greased bowl; turn to grease top. Cover and let rise in warm place for about 2 hours until doubled in size.

Grind walnuts in food chopper with finest blade.

Melt butter in large saucepan. Add milk, sugar and honey; cook to rolling boil, taking care not to let it boil over.

Pour hot mixture over walnuts.

Add vanilla and grated peel.

Mix thoroughly and allow to cool.

Beat the egg whites until stiff and fold into the cooled nut mixture.

Grease well the two 12" x 4" loaf pans.

Roll out ½ the dough on table covered with cloth sprinkled well with flour. Roll as large and thin as possible into a rectangle. Spread ½ the filling evenly over entire dough, sprinkling generously with cinnamon.

Start rolling up dough by hand (jelly-roll fashion) from the wide side, stretching the dough slightly with each roll. Keep the side edges as even as possible.

Prick roll about every several turns with a toothpick to help eliminate air pockets. Continue rolling by hand to opposite edge. Seal ends more securely by gently pulling dough down to cover ends and tucking underneath when placing in pan.

Cover and let rise in warm place until double, about one hour.

Bake in preheated 325-degree oven for 1 hour until medium brown.