Directions

1. Combine the 5 tablespoons sugar, butter, egg yolks, and sour cream in the bowl of a food processor fitted with the dough blade and process well. Add the flour and yeast and process until the dough comes together. If the dough feels too wet, add a little more flour; if it's too dry, add milk a tablespoon at a time. The dough should be moist and easy to work with.
2. Shape the dough into a ball, cover with a damp towel, and set aside. To make the filling, heat the milk and 1 cup sugar in a saucepan until the sugar dissolves and the mixture has a syrupy consistency. Add the chopped walnuts and stir to combine. Remove the saucepan from the heat; stir in the lemon zest and raisins, and let filling cool.
3. Divide the dough into three pieces. Roll one piece of dough out on a lightly floured surface to form a long rectangle about a 1/4-inch thick; keep the remaining dough covered. Spread 1/3 of the walnut filling on the dough, leaving about an inch of dough at each edge. Roll the dough up to form a log, and press to seal. Place the dough, seam-side down, on a parchment-lined baking sheet. Repeat with the remaining dough and filling.
4. Beat the egg with the tablespoon of water to make an egg wash. Brush the loaves with egg wash and let rest for 1 hour in a warm place. After the dough has risen, brush it again with egg wash and put the baking tray in the refrigerator for 30 minutes (this will give the dough a shiny finish).
5. Preheat an oven to 375 degrees F (190 degrees C).
6. Bake the loaves until they're a deep golden brown, about 35 to 45 minutes.