Step 1: Dough: Dissolve yeast in Warm water.
Step 2: Add milk, sugar, salt, eggs, shortening and 2 1/2 cups all purpose flour. Mix till smoot.h
Step 3: Add enough remaining dough to make dough easy to handle.
Step 4: Turn dough out onto a lightly floured, cloth covered surface and knead until smooth and elastic.
Step 5: Place dough in an oiled bowl, turning dough to coat in oil.
Step 6: Let rise, covered with a damp cloth, until doubled. approximately 1 hr.
Step 7: Punch down dough.
Step 8: Beat cream cheese and sugar till light and fluffy.
Step 9: Add in flour, egg yolk, lemon peel and juice.
Step 10: Divide dough in half and roll dough each into a 15 inch square.
Step 11: Cut both squares into 25, 3 inch squares.
Step 12: Place one tablespoon of cream cheese mixture into the center of each square and fold two opposite corners to center of the square, overlapping slightly. Pinch to seal.
Step 13: Let rise until doubled.
Step 14: Bake 12 to 15 min at 375.
Step 15: Heat Jam until melted, brush over hot rolls.
Step 16: Sprinkle with nuts.
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