Dough

• 1 teaspoon active dry yeast
• ½ cup warm milk (105° to 115°F)
• 1 cup (2 sticks) unsalted butter, at cool room temperature
• 2 large eggs, at room temperature
• 1 tablespoon granulated sugar
• 1 teaspoon vanilla extract
• ½ teaspoon salt
• 3½ cups all-purpose flour, as needed

Filling

• 2 cups coarsely chopped walnuts
• ¼ cup granulated sugar
• ⅓ cup brewed coffee

• 1 large egg yolk beaten with 1 teaspoon water, for glaze
• Confectioners’ sugar, for serving

1. To make the dough: Sprinkle the yeast over the milk in a small bowl. Let stand 5 minutes, then stir to dissolve. In a standing heavy-duty mixer fitted with the paddle blade, beat the butter on high speed until light in color, occasionally scraping down the bowl, about 3 minutes. One at a time, beat in the eggs, then the yeast, sugar, vanilla, and salt. Reduce the speed to low. Gradually beat in enough of the flour to make a soft, slightly sticky dough that cleans the sides of the bowl. Gather up the dough into a ball. Return to the machine and beat with the paddle blade (not the dough hook) on medium-low speed until the dough is shiny, about 3 minutes. Knead briefly on an unfloured work surface and form into a ball. The dough will look rough. Wrap the dough in plastic wrap and refrigerate for 30 to 60 minutes. (The dough should barely rise.)
2. Make the filling: Process the walnuts and sugar in a food processor fitted with the metal blade until the nuts are very finely chopped into a paste. Add the coffee and pulse to moisten. Transfer to a bowl.
3. Line two baking sheets with parchment paper. Cut the dough into 4 portions and form into flat disks. Working with one disk at a time, roll out on a lightly floured surface into a 14-inch round. Spread one fourth of the filling on the dough, leaving a 1-inch border around the edges and a circle 2 inches in diameter empty in the center. Using a pizza wheel or sharp knife, cut the round into quarters, then each quarter into thirds, to make twelve triangles. Starting at a wide end, roll up each triangle and place 1 inch apart on the baking sheets. Cover each sheet loosely with plastic wrap and let stand in a warm place while the oven heats. (The cookies should barely rise.)
4. Position racks in the center and top third of the oven and heat to 350°F. Brush the tops of the cookies with the egg glaze. Bake, switching the positions of the sheets from top to bottom and front to back halfway during baking, until golden brown, about 20 minutes. Some of the filling may melt out of the cookies, but the parchment will prevent scorching. Transfer to wire racks to cool completely. Sift the confectioners’ sugar over the cookies before serving.