First, start with the dough.
Add the warm milk to a big mixing bowl. Add the sugar and the yeast. Let the yeast rise for 30 minutes.
After the yeast is ready to add all the remaining ingredients of the dough and start working them together. It probably will look and feels like it's dry, but don't give any more liquid. After a few minutes of mixing and kneading it'll become a ball of dough.
Let the dough rest for at least 30 minutes, but 1 hour is better, in a warm place. Make sure you cover it!
Now the filling. Both filling are fairly simple, all you have to make a simple syrup in two pans with the sugar and the water.
Boil the syrup, then pour it onto the poppy seed and the walnut.
Re-hydrate the raisins with a cup of hot water.
Mix the raisins with the poppy seed and the walnut filling.
Cut the dough into 8 pieces. Roll them out to a rectangle shape.
Brush them with the jam.
Fill 4 with the poppy seed and 4 with the walnut and roll them up.
Brush them with the egg wash.
Pierce the rolls with a fork, so they won't tear open while baking.
Bake them on medium heat for 20-30 minutes.