Put the yeast in a large coffee mug. Add 1 tablespoon of sugar and a cup of warm water and let rise (10 minutes).
In a large bowl mix a pinch of salt with one egg and two egg yolks, 4 tablespoons of oil and 5 tablespoons sugar. Mix well. To that mixture add the yeast mixture and one more cup of luke warm milk and stir well. Slowly add the flour, blending well with a wooden spoon as you go.
Knead the dough on a wooden board or counter top sprinkled with flour until the dough is sticky and shiny. Place the dough back in the bowl, cover with a cloth and let rise in a warm place for about an hour. Roll the dough into a 26 x 9" rectangle.
For the filling, grind the walnuts and place them in a medium size bowl. Add sugar, rum vanilla and stir well. Boil the milk and slowly pour it over the walnut mixture and mix. The filling should be pasty and not too wet. Spread the filling over the dough and sprinkle with raisins. Roll into a log and cut in half, crosswise.
Place both halves in a well-greased baking dish. Beat an egg and brush the top of each roll. Place the pan in a pre-heated 350 degree oven and bake until the nut roll is golden brown, about 45 minutes to one hour.
The nut roll is a delicious dessert for the upcoming holidays but it is also a wonderful breakfast food on a cold, rainy or snowy day.