Mix the flour, salt, sugar and yeast in a bowl. Add the milk, knead into a soft, smooth dough. Knead the butter in well. Cover and leave to rise at room temperature for approx. 2 hrs. until doubled in size.
Mix the nuts with all the other ingredients up to and including the cinnamon.
Roll out to a 35 x 45 cm square. Spread the filling on top, leaving a border of approx. 1 cm all the way around. Roll the pastry up from the long side, cut into 12 pieces, place on a baking tray lined with baking paper, cover and allow to rise for about another 30 mins.
Approx. 25 mins. in the lower half of an oven preheated to 180°C. Remove from the pan.
Mix the icing sugar and the lemon juice, brush onto the rolls while they are still hot, and leave to cool on a wire rack.