Combine warm milk, yeast, and 1 teaspoon sugar in a large bowl; stir well. Let stand until yeast softens and begins to form a bubbly foam, about 5 minutes.
Stir 1/2 cup sugar and lemon zest into the yeast mixture. Whisk in 2 eggs and egg yolks, 1 at time, mixing well after each addition. Add salt. Stir in flour gradually. Add melted butter and blend well. Knead dough until glossy and elastic, about 10 minutes. Form into a ball and place in a large, lightly-oiled bowl and turn to coat. Cover with a clean towel and let rise in a warm place until doubled in volume, about 1 hour.
Place poppy seeds in a small pot and cover with 1 cup milk or more as needed. Bring to a simmer over medium heat. Remove from heat and let sit, 15 to 20 minutes. Drain milk. Pulse poppy seeds in a food processor, or leave them as is. Add raisins, egg whites, honey, 1/4 cup sugar, walnuts, and 3 1/2 tablespoons butter to poppy seeds and stir to combine for the filling.
Punch down dough, turn out onto a lightly floured surface, and knead briefly. Divide dough in half and roll one portion into a 10-inch sheet. Cover with 1/2 the filling, leaving a 1/4- to 1/2-inch edge. Roll up into a log. Repeat with the second half.
Arrange both rolls onto a greased baking sheet. Cover with a kitchen towel and let rise until doubled in volume, about 30 minutes more.
Preheat oven to 350 degrees F (175 degrees C).
Whisk remaining egg with 1 tablespoon water; brush mixture over tops of rolls.
Bake rolls in the preheated oven until golden, 20 to 25 minutes.