Dissolve the yeast in a little warm water and set to the side. Put milk and margarine or butter into a pan and heat until the butter is melted. Cool and add sugar, egg yolks and yeast. Mix in flour. Dough will be slightly sticky. Divide into 6 equal balls and wrap into a clean kitchen towel. I use two towels. Refrigerate for 1 hour. Remove balls one at a time and roll out on a floured surface into an approximate 12 X 18 rectangle. Spread with 1/6 of the filling and roll so it will be 18 inches long. Tranfer to a cookie sheet and tuck the ends into the bottom so the filling stays inside. I put two rolls on each cookie sheet. Cover with the kitchen towel and allow to rise for 30 minutes. Bake at 350 degrees until light golden brown, about 18 minutes.
Filling: Beat egg whites until they form soft peaks. Add sugar and stir in the ground nuts.
These rolls can be wrapped in foil and frozen separately so you don't have to use them all at once. To serve slice them into around twelve pieces.