In a large mixing bowl, dissolve yeast in water. Add milk, sugar, butter, eggs, salt and 3-1/2 cups of flour; beat until smooth. Add enough remaining flour to form a soft dough. Turn onto a floured surface; knead until smooth and elastic, 6-8 minutes. Place in a greased bowl; turn once to grease top. Cover and let rise in a warm place until doubled, about 1 hour. For filling, beat egg whites in a mixing bowl until foamy; gradually add sugar and beat well. Stir in nuts and butter; mix well. Punch dough down; divide into eight balls. Roll each into an 8-in. Circle; brush with butter. Spread about 2/3 cup filling on each circle. Roll up tightly into loaves; seal ends. Place on greased baking sheets. Cover and let rise until doubled, about 50 minutes. Brush with egg. Bake at 350 degrees for 20-25 minutes or until golden brown. Cool on wire racks. Yield: 8 loaves.