Dough: Let yeast dissolve in milk for a few minutes. Melt butter. Mix butter with beaten yolks in big bowl. In a separate bowl, sift flour, sugar and salt together. Mix yeast mixture with butter and egg yolks, sweet cream, and then flour mixture. Beat with wooden spoon or spatula until smooth or use hands to mix. The mixture will absorb the flour, cleaning the sides of the bowl. Shape into 3 balls and refrigerate overnight.
Prepare filling by mixing together nuts and sugar and then add vanilla. Fold in beaten egg whites.
Use 1 to 1 ¼ cups filling per roll.
Roll out each ball into rectangle 1/8 to ¼ inch thick. Sides will be about 12 by 16 inches. With paring knife, even off sides slightly. Spread with nut filling to within ½ inch of sides. Roll from short side up long side. Place the three rolls side-by-side on a 10 by 14 inch baking pan or cookie sheet and let rise in a warm area for 3 hours. Brush top with beaten egg. Bake at 325°F for 1 hour.