In a large saucepan combine nuts, sugar, milk, butter and egg. Cook about 10 mins., stirring constantly until thick. Cool.
Assembling Nut Roll:Prepare 2 baking sheets lined with baking or parchment paper.
On a lightly floured board, turn the chilled dough out and cut into 4 equal parts. One at a time, roll each part out thinly into a 10" x 10" square. Dust with flour if dough sticks to the board. Spread 1/4 of nut filling onto the square. Turn the sides in and roll into a log shape. Place onto baking sheet, lined with baking paper.Repeat this for the other 3 parts. Cover the rolls on the baking sheets with dry towels. Set aside to rise for at least 2 hours.
Just before baking, brush each roll with a beaten egg.
Bake at 375 degrees for 30-35 minutes.
Let cool to room temperature. Rolls can be wrapped in foil and a put into a plastic bag to freeze for up to 6 months.
Ingredients: