Step 1

Line 2 rimmed baking sheets with kitchen parchment; set aside. To make the dough, in a small bowl, whisk the milk and egg. In a stand mixer with the paddle attachment, mix the flour, sugar, yeast and salt on low, 15 to 20 seconds. Add the butter and mix until the mixture is sandy and the butter is in pea-size bits, about 1 minute. With the mixer on low, gradually add the milk-­egg mixture. Increase to medium and mix, scraping the bowl once or twice, until the ingredients come together and start to pull away from the sides of the bowl, about 1 minute.

Step 2

Lightly flour the counter and turn the dough out onto it. Knead by hand several times until smooth, then form the dough into a ball. Wipe out the mixer bowl and the paddle attachment; set both aside for making the filling.

Step 3

Divide the dough into thirds. Cover 2 portions with a kitchen towel. Using your hands, roll the third against the counter into a log roughly 6 inches long, then cut it into 6 pieces. Place the pieces on one of the prepared baking sheets; cover with a kitchen towel. Divide the remaining dough in the same way. Set aside at room temperature while you make the filling.

Step 4

To make the filling, in a small saucepan, combine the milk and walnuts. Bring to a gentle simmer over medium and cook, stirring occasionally, until most of the milk has been absorbed, about 3 minutes. Transfer to the mixer bowl. Add the panko, lemon zest, raisins, cinnamon, allspice and vanilla; mix on low with the paddle attachment until well combined, about 1 minute. With the mixer running, gradually add the sugar; increase to medium and mix, scraping the bowl once or twice, until the ingredients form a thick, sticky, coarse-­textured paste, about 1 minute.

Step 5

Heat the oven to 350°F with a rack in the middle position. Have ready a small bowl of water for moistening your fingers.

Step 6

Lightly flour the counter and set 1 piece of dough on top. With your hands, press into a 3-inch round. Using a rolling pin, roll the dough into a 3-by-5 inch oval, dusting with flour as needed. Shape 2 more pieces in the same way.

Step 7

Scoop 1 heaping tablespoon of filling onto each oval. Using fingers lightly moistened with water, shape the filling into a log about 1 by 4 inches in the center of the dough. For each oval, bring the long edges of the dough together to enclose the filling, firmly pinching the seams to seal; the sealed dough will be a half-moon shape. Applying only light pressure on the center section, use your hand to gently roll the half-moon against the counter a few times to distribute the filling within the dough; you should have a cigar shape 5½ to 6 inches long with ends that taper to a point. Place seam side down on the other prepared baking sheet, forming the cigar into a crescent. Cover with a kitchen towel. Repeat with the remaining ingredients.

Step 8

To finish the cookies, in a small bowl, whisk together the egg and powdered sugar. Brush the surface of the crescents with the egg mixture and sprinkle with the almonds. Bake until golden brown, 30 to 35 minutes. Cool completely on the baking sheet on a wire rack, about 1 hour. Just before serving, dust with additional powdered sugar.

Step 9

Turkish Crescent Cookies with Spiced Walnut and Chocolate Filling: Follow the recipe to make the dough and filling, adding 2 tablespoons cocoa powder with the spices. After the filling forms a coarse paste in the mixer, by hand fold in 1 ounce bittersweet or semisweet chocolate, finely chopped.