Hungarian Poppy Seed and Walnut Beigli (Mákos És Diós Bejgli)

Ingredients

Dough

• 4 cups all-purpose flour
• ½ cup sugar
• 1 tsp salt
• 1 cup butter, softened
• 2 egg yolks
• 1 cup warm milk
• 2 tsp active dry yeast

Walnut Filling

• 2 cups ground walnuts
• ½ cup sugar
• ½ cup milk
• 1 tsp vanilla

Poppy Seed Filling

• 2 cups ground poppy seeds
• ½ cup sugar
• ½ cup milk
• 1 tsp lemon zest

For Brushing

• 1 egg, beaten