To make the dough, heat the milk in a saucepan until lukewarm. Pour the milk into the bowl of a mixer. Add the yeast and 1/2 teaspoon of the sugar and let it become very foamy, about 10 minutes. Beat in the butter and the egg yolks one at a time until combined. Mix in the remaining 5 Tablespoons of sugar, lemon zest and sour cream and beat until combined.
*You could make the entire dough by hand by mixing the ingredients with a wooden spoon and then working the dough with your clean hands. It is a good warm workout. If doing by hand knead until the dough is smooth and doesn’t stick to your hands anymore. Then follow rest of the directions.
Slowly add in the flour one cup at a time. Mix together on medium-low speed stopping the machine to scrape down the sides of the bowl and incorporate the flour. Slowly add the rest of the flour and mix until combined. Stop the machine as you add each cup of the flour to scrape the sides of the bowl and incorporate the flour. Mix on low speed until dough is incorporated. The dough should be soft and supple. If it is still a bit sticky, add flour 1 Tablespoon at a time.
Take dough out of the mixer and form the dough into a ball. Place into a bowl oiled with vegetable oil (when I put the dough in the bowl I swish the dough around the bottom of the bowl and then flip it over so all of the dough is covered in a light film of oil).
Cover with plastic wrap and let it rise at room temperature until doubled in size (about 1-1 1/2 hours).
To make the filling: In a small bowl, mix together the walnuts, sugar, raisins, brandy and milk until fully combined and all the ingredients are incorporated together; set aside.
Line two baking sheets with parchment paper (or silicone baking mats).
Divide the dough into 4 balls. On a lightly floured (clean) surface (only flour if necessary to keep the dough from sticking), roll out the first ball into a 9-by-13-inch rectangle. Cover remaining dough with a towel while you roll each one out, otherwise the dough will dry out.
Spread one-eighth of the filling to within ½-inch of the edges. Roll up with the longer side in front of you, and pinch the seams shut using a little bit of the egg white to seal the dough together. Place the log seam side down on the prepared baking sheets, 2 rolls per sheet. Cover loosely with plastic wrap.
Repeat with the remaining dough. Cover and let rise for 45 minutes. You could make 2 very large rolls or 4 smaller rolls if you divide the dough into 4 even portions.
Brush the whole beaten egg over the tops of the loaves.
Bake one pan at a time. Bake until lightly browned, about 40-45 minutes. Transfer loaves to a wire rack to cool for 15 minutes. Optional: Dust with confectioner’s sugar.
Slice and serve warm or at room temperature.