Once dough is ready and nut filling is at room temperature, get ready to assemble kolachi.
Pre-heat the oven to 350F.
Divide dough into 8 equal portions; cover the balls as each is finished so they don't dry out.
On a lightly floured surface, roll out each portion to about ¼-inch thickness.
Spread nut mixture evenly, leaving a small border by edges of dough.
Gently roll up dough and tuck ends under.
Move kolachi to parchment or silpat lined pan and let proof on pan for about 10 minutes before baking.
Using a pastry brush, glaze tops of nut rolls with egg yolk and water.
Place in the pre-heated oven and bake for about a half hour; rotating after the first 15 minutes.
Kolachi should be golden brown on top and bottom and feel firm to the touch.
Remove from the oven and allow to cool most of the way before slicing into rolls.
Delicious served warm with a healthy slathering of butter.