Dissolve the yeast in a little of the warm milk. Add 1 teaspoon of sugar and flour until you get a sludge. Leave in a warm place to rise. Beat the eggs with the sugar and add the remaining milk.
Sift the flour and in a well in the middle, add the risen yeast, a pinch of salt and the eggs. Begin kneading the dough, gradually adding oil, vanilla and lemon zest. Knead until you get a nice elastic dough, cover and leave it in a warm place to rise.
Then roll out a sheet with a diameter of 8 1/4″ (21 cm), grease it lightly, smear it with marmalade, sprinkle it with walnuts and roll it up. Transfer it to a greased form or tray and leave it to rise again. Smear it with a beaten yolk with a little oil, sprinkle it with sesame seeds or granulated sugar and put it to bake in pre-heated oven at 356°F (180 °C).