My maternal grandmother, Mary Pavlovich made this in quantities for the family and then came from Pennsylvania to deliver it along with other goodies at Christmas. Not every year, but the years she did come stand out. We didn't see her much apart from that. This is not her original recipe, which as far as I know wasn't written down, but I've been using this one so long,twice a year, Christmas and Easter, it seems like the original to me.
I have a Slovak American cookbook which seems to have similar breads, some with poppy seed paste filling, which I only made once, far prefer the walnut.

Baba's Nutbread

Filling:
Finely grind (not chop) 2 cups walnuts

Mix 1/4 cup soft butter
1/2 cup brown sugar packed
1/4 cup milk
1 egg
1/2 tsp vanilla
Stir in walnuts

The bread bakes better if the filling is not cold when put on the bread. Room temp is fine.

Dissolve an envelope of yeast in 1/4 cup warm water (follow yeast directions)
Stir in:
3/4 cup lukewarm milk
1/4 cup sugar
1tsp salt
1 large egg
1/4 cup soft shortening (I use butter)

Mix in 3 and 1/2 to 3 and 3/4 cups flour (all-purpose)
Mix until dough is easy to handle
Turn out on floured board, let stand 10 minutes, then knead well

If you are using a mixer to mix and knead omit the "resting" step, I never do it.

Knead until smoothe and elastic
Round up in greased bowl; bring greased side up
Cover with damp cloth (or plastic wrap)
Let rise in warm place until hole remains when finger is pressed in dough (double in bulk)
about 2 hours

Punch down, round up on board; cover; let rest 15 minutes.

Roll dough on large floured surface until very thin, about 20x30 inches.
Spread filling over dough bringing it to the edges
Starting at the wide end of the rectangle roll dough up like a jelly roll.
Seal edges by pinching dough
Place on a greased ( or parchment of foil covered pan, like a cookie sheet) in a horseshoe or snail shape
Cover and let rise again until finger impression remains.

Bake in a 325 degree oven for 40-45 minutes, until browned and, well, you know when bread looks done.
If it browns too fast cover with foil or brown paper.
While still hot, rub butter over the surface if you like a soft crust, as I do.
Cool before slicing.

Enjoy!