Preheat oven to 350ºF. Combine first four ingredients in a medium saucepan over medium high heat; cook and stir until thickened, about 3 to 5 minutes. Stir in nuts; cool.

Combine 1 1/2 cups flour and yeast in large bowl of mixer. Heat milk and butter until warm (125º to 130ºF). Add milk mixture to flour mixture; beat at medium speed 2 minutes. Add eggs, vanilla and 1 cup flour; beat at medium speed 2 minutes. Stir in baking powder, sugar and enough flour to make a soft dough.

Divide dough into 6 equal pieces (3 equal pieces for 3 rolls). Roll each piece to 9-inch square. Spread each with 1/2 cup filling to within 1/2-inch of edges; roll up. Pinch to seal bottom edge. Repeat with other pieces of dough. Place 3 rolls on greased baking sheet and bake for 25 minutes or until lightly browned. Remove from baking sheet and cool on wire rack. Repeat with remaining half of dough (if making 6 rolls).