The pastry: Dissolve the yeast in a bowl with 1/4 cup warm milk, a pinch sugar and flour. Allow to stand for 20 minutes. Beat the butter, egg yolk, lemon zest and sugar together. Add the rest of the milk, salt, dissolved yeast and the rest of the flour. Beat by hand until the dough leaves the sides of the bowl, which takes about 15 minutes. Cover with a tea towel and let rest for 2 hours.
The walnut cream: beat the cream, egg yolk, sugar and cinnamon together. Add the cream, and 1/2 cup chopped nuts. Beat the egg whites until firm and fold into the cream-nut mixture. Preheat the oven to 425F. Roll out the dough to a rectangle as long as the rolling pin, 12 to 15 inches. Place the dough on a tea towel. Spread with the nut cream and sprinkle with the rest of the chopped nuts. Roll the cake up and close firmly. Place the cake on a buttered baking sheet and let stand for 15 minutes. Brush with melted butter. Bake for 45 minutes. Cool complete and then cut in slices and serve sprinkled with confectioner╒s sugar.