Combine the dough ingredients and knead well. Let the dough rise until doubled in volume.
For the filling, finely chop the walnuts. Boil up the milk with the sugar and pour over the walnuts. Let it soak for a few minutes.
Warm up the honey until it flows freely, then add it together with the cinnamon to the soaked nuts. Let it cool a bit, then add the egg. Mix until smooth.
Roll out the dough to a 5 mm thick rectangle. Spread the filling evenly and roll firmly. Place in a bundt pan and let it rise.