To begin, dissolve yeast in warm milk with 1 tsp sugar. Allow it to stand for 10 minutes until foamy. This step ensures your dough rises well. Transition to preparing the flour base.

In a large bowl, combine flour, sugar, salt, and vanilla sugar. Make a well in the centre and pour in the yeast mixture, egg yolk, and softened butter. Mix gently to form a rough dough. Move to kneading.

Transfer the dough to a floured surface. Knead for 8–10 minutes until smooth and elastic. If too sticky, dust lightly with flour. Place into a greased bowl, cover, and rest in a warm spot for 1 hour or until doubled in size. Prepare the filling next.

In a saucepan, warm the milk and sugar until dissolved. Stir in ground walnuts, cinnamon, lemon zest, and vanilla sugar. Mix until thick and spreadable, then set aside to cool completely before use. Transition to shaping the dough.

Once risen, punch down the dough and roll it out on a floured surface into a rectangle about 0.5 cm thick. Ensure even thickness for consistent baking. Prepare to add the filling.

Evenly spread the cooled walnut mixture over the dough, leaving a 2 cm border around the edges. Smooth gently with a spatula. Proceed to rolling.

Starting from the longer side, roll the dough tightly into a log. Pinch the edges to seal, ensuring no filling escapes. Place seam side down onto a lined baking tray. Transition to proofing.

Cover the roll lightly with a cloth and leave for 30 minutes. This second rise gives the bread lightness. Meanwhile, preheat your oven to 180°C.

Brush the top with beaten egg yolk and milk mixture. Bake in the preheated oven for 35–40 minutes until golden brown and fragrant. Move to cooling before slicing.

Allow the roll to cool slightly before slicing into thick pieces. Serve warm or at room temperature, dusted lightly with icing sugar if desired. Presentation tip: Orehnjača pairs beautifully with strong coffee or dessert wine.