Add yeast to milk and water. Mix with 3 cups of the flour. Let stand for 1/2 hour. Add the remainder of the flour, eggs, sugar, butter, and salt. Knead until elastic (about 4 minutes). Let rise 2 hours until doubled in bulk.
Heat the ingredients for the filling together, blend well and let cool.
When dough is through rising, divide into 5 or 6 equal parts. Let rest on floured board for 15 minutes.
Roll out in long pieces, as if for jelly roll. Lay down your filling to cover dough completely and roll up.
Put on greased cookie sheets, seam side down (2-3) per pan; tuck ends under to seal. Let rise again, about 25 minutes.
Bake at 350 degrees F for 25 minutes or until golden brown.
ADDED NOTE: Nuts should be very finely chopped. Best way to achieve this is by using a food processor.