In a small bowl, combine the lukewarm milk with the dry yeast and one tablespoon of sugar. Let it stand for 10 minutes, or until the yeast becomes foamy.
In a large bowl, sift the flour, then add the remaining sugar and salt.
Add the eggs, the yeast mixture, and the vanilla extract, then mix with a spatula.
Slowly add the softened butter and start kneading the dough. Continue working until it becomes smooth and elastic (about 10-15 minutes).
Cover the dough with a kitchen towel and let it rise in a warm place for about 1.5 hours, or until it has doubled in size.
Once risen, turn it out onto a floured surface and roll it out to about 1/4 inch thickness.
Mix the walnuts with the powdered sugar, then sprinkle it over one half of the rolled-out dough.
Fold the other half over the filling, then gently roll it out again slightly to ensure the layers adhere.
Cut into smaller rectangles or traditional shapes, and place them on a baking sheet lined with parchment paper.
Preheat the oven to 350°F (180°C) and bake the pastries for 20-25 minutes, or until golden brown.
Let them cool, then dust with powdered sugar before serving.
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