Little Chimney Cakes, Oven-Baked

Name: Little Chimney Cakes, Oven-Baked (Kürtőskalács, Tepsiben)
Cuisine: Hungary
Ingredients: 1 egg white; ½ teaspoon salt; ½ envelope of yeast; 3 egg yolks; 1 cup milk; ¼ cup granulated sugar; ¼ cup fine-chopped or ground walnuts; Vanilla sugar; Melted butter; 1 whole egg; 2 cups flour; ¼ pound sweet butter