Step 1: Day ahead, make dough; if possible, check temperature of warm water with thermometer (105 to 115 degrees F).
Step 2: Sprinkle yeast over water in large bowl of electric mixer; stir until dissolved.
Step 3: Add sugar, salt, peel, 1 cup butter, 6 eggs and 3 cups flour.
Step 4: At medium speed, beat 4 minutes.
Step 5: Add remaining flour; at low speed, beat until smooth about 2 minutes.
Step 6: Cover bowl with waxed paper, then with a damp towel; let rise in warm place, draft free, until double in bulk about 1½ to 2 hours.
Step 7: Refrigerate, covered, overnight.
Step 8: Next day, make filling: In medium bowl, with wooden spoon, mix 3 tablespoons butter; brown sugar and yolks.
Step 9: Stir in milk and vanilla; blend in nuts.
Step 10: Grease two 9 x 5 x 3 inch pans.
Step 11: Remove dough from refrigerator.
Step 12: Stir dough down with wooden spoon.
Step 13: Dough will be soft.
Step 14: Turn out onto lightly floured board; divide in half.
Step 15: Return half to bowl and place in refrigerator.
Step 16: On lightly floured pastry cloth or surface, roll half of the dough into a rectangle, 14 by 9 inches.
Step 17: Brush with 1 tablespoon melted butter.
Step 18: Spread with half of filling, to ½ inch from edge.
Step 19: From each end, roll up dough lengthwise, jelly-roll fashion, toward center.
Step 20: Turn loaf over; place in prepared pan, smooth side up.
Step 21: Lightly brush with melted butter.
Step 22: Repeat with rest of dough.
Step 23: Let rise in warm place, covered with towel, draft free, until double in bulk, about 1½ hours.
Step 24: Preheat oven to 350℉ (180℃).
Step 25: Bake 35 minutes or until golden brown.
Step 26: Remove from pan to rack.
Step 27: Sprinkle with confectioners sugar.
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