Begin by making your starter. Warm the water in the microwave for 10-15 seconds. The temperature should be slightly around 100F.
Add the sugar to the warm water and stir. Add the active yeast on top of the water. Do not stir. Allow to sit for 10-15 minutes. The starter will be foamy when it is ready.
While the starter is sitting, prepare the dough. Add the milk and melted butter together and beat until pale with a whisk. Next add in the other dough ingredients, except the flour. Pour the yeast mixture in as well.
Add the flour to the metal bowl of the stand mixer.
Pour the egg and yeast mixture into the flour. Mix with a hook attachment for 3-4 minutes at a medium speed. The dough will pull off the sides of the bowl and form around the hook.
Lightly flour your hands to remove the dough from the hook after it has become a smooth ball of dough. Add to a large bowl that has been sprayed with cooking spray.
Cover the bowl with seran wrap or a dish towel and allow the dough to rise for two hours in a warm area. While it is rising, make the walnut filling in a food processor.
Once the dough has finished rising, roll it out on a floured surface into a rectangle. Spread the walnut mixture out and roll tightly into a log.
Because we are making this bread for an air fryer,how you cut the rope will depend on the air fryer you use and the pan you choose. For larger air fryer’s you may not need to cut at all.
Cut the log as needed and lay in the pan in zig-zag ‘S’ shape. Cover and allow to rise for an additional 20 minutes.
After the bread has risen, brush with egg wash if desired (1 egg, 1 tbsp of water).
Air fry at 325F for 8 minutes. Then, reduce heat to 300F for 30 minutes. The bread is done when it is golden brown and hollow sounding when tapped with a spoon.
Allow to cool before cutting and serving. Enjoy!