To the bowl of your kitchen aid mixer add the flour, butter, milk, sour cream, 1 egg, sea salt, yeast and 3 tbsp sugar. Mix to combine well and knead a few minutes until a smooth dough forms. The dough shouldn’t stick to the bowl.
Cover loosely with plastic wrap and allow to rise in a warm place for at least 1 hour.
Meanwhile make the filling. Melt the butter in a large skillet and add sugars. Stir to combine well and remove from flame. Mix in the chopped nuts, vanilla extract, orange zest and allow to cool completely. Beat 1 egg and mix it with the cooled off nut roll filling. Set aside.
After the dough has risen for 1 hour dump it on a lightly floured surface and cut it in 2 equal pieces.
Sprinkle some flour on top of the dough and using a rolling pin roll the dough into a thin rectangle that you are comfortable rolling and working with.Spread half of the filling on top of the dough within 1/2 inch from the edges.
Beat the egg with the water to make the egg wash and brush the edges of the dough. Gently start rolling the dough into a log starting with the long side. Pinch the ends and tuck underneath the roll.
Layer a large baking sheet with parchment paper and lay the nut roll on top.
Repeat the process with the remaining dough and filling and place the second roll on the baking sheet about 5 inches away from each other.
Cover loosely with a tea towel and allow to rise for another 40 minutes.
Meanwhile preheat tour oven to 350 “F
Brush the logs with the egg wash and bake in the preheated oven for 34 to 45 minutes until golden brown on top.
Transfer to a cooling rack and allow to cool off completely before slicing them. Garnish with powder sugar and serve.