In a small bowl, dissolve yeast in warm water with 1/2 teaspoon of sugar. Let sit until creamy; about 10 minutes.
In a large bowl, mix together melted margarine, evaporated milk, sour cream and yeast mixture. Stir in the egg yolks. Combine the flour, salt and 6 tablespoons sugar; stir into the wet mixture, then knead until the dough no longer sticks to your hands. Cover dough and refrigerate overnight.
To make the filling, beat egg whites until soft peaks form. Mix in sugar, ground walnuts and vanilla. Stir in milk 1 tablespoon at a time until filling reaches a spreadable consistency.
Preheat oven to 180 degrees C.
Cut dough into baseball sized portions. Dust a clean dry surface with icing sugar. Roll the dough out to 5mm thickness. Spread with filling, then cut into 16 wedges like a pizza. Roll up wedges from the outside into the point. Brush with remaining milk and place 3cm apart on a baking tray.
Bake for 18 to 21 minutes in the preheated oven, until golden brown.