Heat 2 cups of milk in a saucepan over low heat until the milk just comes to a simmer; remove from heat, and let cool. Mash the cake yeast with the warm water in a bowl, and set aside.
In a bowl, whisk together the flour with 1 teaspoon of cinnamon and 1 teaspoon of nutmeg. In a separate large bowl, mash the butter with 1 cup of sugar and the salt until the mixture is smooth and creamy. Beat in 2 eggs and 1 teaspoon of vanilla extract. After milk is cooled to a warm temperature, stir the yeast mixture into the scalded milk, and stir the milk mixture to the creamed butter mixture. Beat in 3 cups of flour until completely incorporated, and beat in remaining flour, 1/2 cup at a time, until the mixture forms a smooth dough that's almost sticky. Dough will be very soft.
Turn the dough out onto a well-floured work surface, and knead until smooth and elastic, about 8 minutes. Place the dough into an oiled bowl, and turn the dough over to coat all sides with oil. Cover with a floured kitchen towel, and let rise in a warm place until doubled, 2 to 3 hours.
Punch down the dough, cut into 6 equal pieces, and roll each piece into a ball. Cover with floured kitchen towel, and set the balls into a warm place to rise until doubled, 40 minutes to 1 hour.
While dough is rising the second time, make the nut filling: tear toasted bread into a few pieces, and grind toast with walnuts and pecans in a food grinder, or process in the work bowl of a food processor until finely chopped. Place the nuts into a bowl; mix in 1 teaspoon of vanilla extract, 1 cup of honey, 1/2 cup of sugar, 1 teaspoon of cinnamon, and 1 teaspoon of nutmeg until thoroughly combined. Mix in milk, a little at a time, to make a workable mixture.
Beat egg whites to stiff peaks in a bowl with an electric mixer, and gently fold the egg whites into the nut mixture until completely combined.
Preheat oven to 350 degrees F (175 degrees C). Line a baking sheet with parchment paper.
Roll out each piece of dough on a floured surface into a 12-inch square; brush with melted butter. Spread 1/6 of the nut mixture onto each square of dough, and roll each into a log; pinch ends and seam tightly together, and tuck the ends underneath the roll. Place filled rolls on the prepared baking sheet, seam sides down.
Beat egg yolks and 1/2 cup of milk together in a small bowl, and brush the rolls with the egg yolk mixture. If desired, allow to rise 30 more minutes (for more puffy rolls). Poke holes in the rolls every 4 inches.
Bake in the preheated oven until golden brown, 50 to 65 minutes. A toothpick inserted into the center of a roll will come out clean. Brush rolls with melted butter after removing from oven; allow to cool on racks.
Some of the ingredients may have more or less added. This is a recipe from grandmothers who did not measure using cups. Important points: (1) Use yeast cakes being careful not to kill yeast with HOT liquids. (2) Do not over-knead the dough. I mixed by hand then used a dough hook for only 10 minutes (MAX), then kneaded dough on board. Dough needs to be SOFT; not hard. (3) The filling needs to use honey and be VERY moist. If rolls turn out 'DRY', you need to add more milk to filling. (4) Egg yolk/milk mixture makes rolls golden brown and holes lets rolls vent while baking. (5) Spray grease keeps rolls moist.
Poppy Seed Filling for 2 rolls:
2 12-ounce cans of poppy seed pastry filling; 1 teaspoon of vanilla extract; 3/4 cup of honey, or to taste, 2 egg whites, or as needed; 1/4 cup scalded and cooled milk, or as needed.
Mix the poppy seed filling, vanilla extract,and honey in a bowl. In a separate bowl, beat the egg whites with electric mixer until they form stiff peaks. Stir in enough milk to create a soft, workable texture, and gently fold beaten egg whites. Use as filling