Before anything else, add the flour, baking powder, vanilla sugar, yeast, oil, and milk to a mixing bowl.

Then, use an electric mixer attached with a hook attachment. Or you can mix by hand until you can form a dough.

After that, add a little bit of water, about one tablespoon at a time. Make sure to do this until the dough no longer sticks to the bowl.

Afterward, take a bowl and dust it with flour. Then, put the dough into the dusted mixing bowl.  Cover the mixing bowl using a cling film or cling wrap for two hours and let the dough rise.

Grind the walnuts and add them to another bowl. And mix it with sugar and a little milk, just enough to make a thick and spreadable consistency. Cover and set it aside.

After two hours, you can take the dough out of the mixing bowl. And put it over a floured working surface. Then, flatten the dough using your rolling pin or your hands. Afterward, brush the dough with oil using a pastry brush.

Fold the flattened dough, flatten it again using a rolling pin, and brush with more oil. Afterward, fold the dough again and knead it for a while or until the oil incorporates well into the dough. Then, cut the dough into two even portions if you want to make two small Slovak nut rolls. Or you can skip this part if you are planning to make a big one.

Take one portion of the dough and create a rectangle. Next, roll out the dough and flatten using a rolling pin to make a big sheet. With that, ensure that the width of your dough can fit on your baking sheet pan or baking tray. Afterward, take the walnut filling and spread it over the dough using a rubber spatula or an offset spatula. With that, ensure that the filling covers the entire dough. As a result, it will leave about half an inch or one centimeter on the edges.

Turn your dough, making sure that the long side of the dough is facing towards you. Then, begin rolling up the dough, making sure that you are rolling it tightly, tucking in, and sealing the edges. Transfer the Slovak nut roll to a baking sheet pan. Or place it on a baking tray lined with parchment paper. Ensure that the seam is on the bottom.

Brush the roll with oil and let it sit for another 30 minutes. While waiting, preheat your oven to 400 degrees Fahrenheit or 200 degrees Celcius.

Afterward, place the Slovak nut roll inside the oven and bake it for 25 minutes. Or until it reaches a deep golden color. If necessary, turn down the heat when the nut roll begins to reach a light golden color. Then, please take it out of the oven and brush it with oil. This process will allow the crust to soften.

Finally, let the nut roll cool down. Then, cut the Slovak nut roll into crosswise slices and serve.