Mix together the warm buttermilk, eggs, sugar, melted butter and yeast.
Add cornstarch, salt and half of the flour. Mix again.
Add the rest of the flour keeping kneading the dough for 5 minutes. Form it into a ball and transfer into a bowl. Cover with a towel or plastic wrap and put into a warm place, such as microwave or oven and let it rise for 1.5 hours.
After 1.5hours gently knead the dough, cover it again and leave for another half an hour. When the dough rises for the second time, it’s ready!
Mix together chopped walnuts and sugar. Separate the egg into egg yolk and egg white and add 1 tbsp of milk to the egg yolk. Mix it together.
Split the dough in half and roll one of the parts into 1/4-inch-thick then cover it with the egg white.
Sprinkle half of the walnuts mixture on top living an inch from the edge.
Roll the dough into a big roll. Do the same with the other half of the dough.
Cover the rolls with a towel and let it rest for 15 minutes.
Cover each roll with the egg yolk mixture and cut into pieces.
Transfer the pastries to the baking sheet and bake at 350 degrees for 25-30 minutes or until golden-brown.