In a large mixing bowl, combine flour, yeast, sugar, and salt.
Add warmed milk, melted butter, and beaten eggs. Mix until a dough forms.
Knead the dough on a floured surface for about 10 minutes until smooth and elastic.
Place the dough in a greased bowl, cover, and let rise for about 1 hour or until doubled in size.
For the filling, combine ground walnuts, brown sugar, melted butter, warmed milk, cinnamon, and vanilla extract in a bowl.
Roll out the dough into a large rectangle on a floured surface.
Spread the filling evenly over the dough.
Roll up the dough tightly from one end to the other, like a jelly roll.
Place the roll on a greased baking sheet, cover, and let rise for another 30 minutes.
Preheat the oven to 350°F (175°C).
Bake for 50-60 minutes, or until golden brown.
Let cool before slicing and serving.