1. 1. Day ahead, make dough; if possible, check temperature of warm water with thermometer (105-115).

2. Sprinkle yeast over water in large bowl of electric mixer; stir until dissolved.

3. Add sugar, salt, peel, 1 cup butter, 6 eggs and 3 cups flour.

4. 2. At medium speed, beat 4 minutes.

5. Add remaining flour; at low speed, beat until smooth about 2 minutes.

6. Cover bowl with waxed paper, then with a damp towel; let rise in warm place, draft free, until double in bulk about 1 1/2 to 2 hours.

7. 3. Refrigerate, covered, overnight.

8. Next day, make filling: In medium bowl, with wooden spoon, mix 3 tablespoons butter; brown sugar and yolks.

9. Stir in milk and vanilla; blend in nuts.

10. Grease two 9X5X3 pans.

11. Remove dough from refrigerator.

12. 4. Stir dough down with wooden spoon.

13. Dough will be soft.

14. Turn out onto lightly floured board; divide in half.

15. Return half to bowl and place in refrigerator.

16. On lightly floured pastry cloth or surface, roll half of the dough into a rectangle, 14 by 9. 5. Brush with 1 Tablespoon melted butter.

17. Spread with half of filling, to 1/2 from edge.

18. From each end, roll up dough lengthwise, jelly-roll fashion, toward center.

19. Turn loaf over; place in prepared pan, smooth side up. Lightly brush with melted butter.

20. 6. Repeat with rest of dough.

21. Let rise in warm place, covered with towel, draft free, till double in bulk, about 1 1/2 hours.

22. Preheat oven to 350. Bake 35 minutes or till golden brown.

23. Remove from pan to rack.

24. Sprinkle with confectioners sugar.