Combine water, yeast and sugar in a small bowl and leave for about 15 minutes to activate the yeast.
Use a pastry cutter or a fork to cut the butter into the four.
Add activated yeast along with egg yolks, sour cream, and 1 tsp vanilla extract. Mix with a spoon or spatula to combine.
Place the dough in a glass bowl and cover with a dish towel. Leave the dough to rest for at least two hours or overnight.
Use a nut chopper or a food processor to chop walnuts into small pieces. In a separate bowl, combine walnuts, sugar, milk, and 3 tsp vanilla. Set aside.
When the dough has finished resting, preheat the oven to 375 degrees Fahrenheit.
Roll the dough to ⅛” thickness on a floured board. Cut into 3” squares.
Put 1 heaping tsp of filling in the center of each square.
Moisten edges of pastry with water. Fold one corner over in the center, wrapping the walnut filling. Then fold the other corner as well.
Bake on an ungreased cookie sheet for 15 minutes.
Cool and sprinkle with powdered sugar. Enjoy!