Hungarian Nut Roll (Beigli)

Directions

• Make the bread:
• Pour 1/3 cup of the warm milk in a small bowl. Sprinkle the yeast and a pinch of the sugar over the surface of the milk. Stir to dissolve and let stand at room temperature until foamy, about 10 minutes. In a large bowl using a wooden spoon or in the work bowl of a heavy duty electric mixer fitted with the paddle attachment, beat together the butter and the rest of the sugar until fluffy. Add the egg and beat vigorously for 1 minute. Beat in the yeast mixture, the remaining 2/3 cup milk, the lemon zest, salt, and 1 cup of the flour. Beat in the remaining flour, 1/2 cup at a time, until a soft dough that just clears the sides of the bowl is formed. Turn the dough out onto a lightly floured work surface and knead until smooth, about 3 minutes, dusting with flour only 1 tablespoon at a time as needed to prevent sticking. The dough will be very soft but not sticky. Place the dough in a deep, buttered container. Turn once to coat the top with the butter from the container, and cover with plastic wrap. Let rise at cool room temperature for 4 to 6 hours, deflating once or twice, or as long as overnight in the refrigerator.
• Make ONE of the following fillings:
• For the walnut filling: combine the walnuts, sugar, and cinnamon in a food processor fitted with the metal blade. Process until finely ground. Combine the cognac and milk and, with the motor running, pour the mixture through the feed tube in a slow, steady stream, processing until a thick, spreadable paste is formed.
• For the poppy seed filling: place poppy seeds into a food processor and process until seeds are ground, about 1 minute. Mix poppy seeds with 3/4 cup sugar, 1 tablespoon melted butter, lemon juice, and hot milk in a bowl; stir to combine. Cover poppy seed filling and refrigerate while making bread (filling will set up and thicken as it chills).
• Assemble nut roll:
• Gently deflate the dough. Turn the dough out onto a floured work surface and divide into 4 equal portions. Form each portion into a thick rectangle, place on loosely floured parchment paper, cover loosely with a clean tea towel, and let rest for 30 minutes. In a small bowl, beat the egg for the glaze with a tablespoon of water, set aside. Using a floured rolling pin on a very lightly floured work surface to minimize sticking, roll or pat out each dough portion into a 13-by-7-inch rectangle about 1/8 inch thick. Spread the surface of each rectangle evenly with one-fourth of either the walnut or the poppy seed paste. Working with one rectangle at a time and starting from a long side, fold over a 2-inch section. Continue to fold the dough in this manner to create a flattish oval (rather than round) long log of dough. Pinch the seams and place the dough, seam side down, on a large greased baking sheet, fitting all 4 rolls horizontally on the pan about 2 inches apart. Brush with the egg glaze and prick all over with a fork, or cut a small slit in the top, to let steam escape. Let rest, uncovered, at room temperature about 30 minutes.
• Bake nut roll:
• Preheat oven to 350F. Brush once more with the beaten egg glaze. Place the baking sheet on a rack in the center of the oven and bake 30 to 40 minutes, or until golden and the loaves sound hollow when tapped with your finger. Let rest on the baking sheet 10 minutes. Using a large spatula, transfer the loaves to a cooling rack. Cool completely.