In a large bowl, mix the flour, salt, sugar, anise seeds if using, yeast and raisins. Stir to combine and set aside. In a medium bowl, mix the eggs, egg yolks, lemon rind, butter and milk. Add the wet ingredients to the dry ingredients and mix until completely combined. Knead gently (I like to use the slap and fold technique here as the dough is very sticky) for approx. 5 minutes until the dough it smooth, it will still be tacky. Cover with plastic wrap or a damp kitchen towel and allow to rise at room temperature until doubled.
While the dough is rising, make the filling. In a large saucepan, mix the 4 egg whites, sugar, nuts and cinnamon together over medium-low heat until the sugar melts and the nuts are completely coated. Remove from the heat, cover and let sit at room temperature until completely cooled.
In a small bowl, mix the egg yolks and milk together for the egg wash and refrigerate until needed. Line a large baking sheet with parchment paper and set aside.
Generously flour a work surface and then gently empty the dough onto it. Flatten the dough slightly with your hands. Roll the dough out to approximately 22" x 12". Use additional flour if needed to keep the roller from sticking to the dough. Drop spoonfuls of the filling evenly on top of the dough then use a large spatula to spread the filling evenly, leaving a 1 inch gap around all the edges.
Roll one long edge of the dough towards the other long edge to form a log. Generously flour the work surface that the log will be rolled onto. Just before you get to the end, brush a little egg wash along the exposed long edge of dough before rolling closed.
Cut the log in half using a sharp knife and transfer each half to the baking sheet leaving ample space between each log. I like to place them both on an angle on the baking sheet (see main image). Working with one log at a time, tuck the uncut edge underneath itself to seal. Using a sharp knife, cut the log in half leaving 1 inch uncut where you tucked the edge under. Gently lift each cut half, turn each half so the nut filling is facing up and twist them together. When you get to the end, twist the ends under so the nut filling is facing down. Repeat with the other log. Let rise again uncovered until doubled and puffy (approximately 45 - 60 minutes depending on your room temperature).
Near the end of the second rise, preheat the oven to 375 degrees F. Bake for 15 minutes, then remove and brush the exposed dough with egg wash. Bake for another 10 minutes, remove and brush the exposed dough with egg wash again. Bake for 5 -10 more minutes or until deep golden brown on top. Remove then drizzle icing on top, and sprinkle with additional walnuts. Allow to cool completely to room temperature before serving.