Roast the nuts briefly in a hot pan until golden brown, remove and let them cool down. Put the flour in a bowl, make a depression in the middle, crumble the yeast into it and sprinkle the sugar over it.
Warm yoghurt at low heat while stirring. Pour half of the yoghurt over the yeast. Mix the yeast, sugar and yoghurt. Cover the bowl and let the yeast pre-dough rise in a warm place for about 15 minutes.
Melt the fat in the remaining yoghurt. Add the salt and the roasted nuts to the yeast pre-dough, then beat everything into a smooth dough. Leave to rise covered for another 20-30 minutes. Knead the yeast dough again, form it into an oblong loaf on a lightly floured surface and place it on a baking tray lined with baking paper.
With a knife, make several incisions of about 1 cm deep at the top. Whisk the egg and coat the yeast dough with it, then bake in the preheated oven (electric cooker: 200 °C/ gas: level 3) for 30-40 minutes.
Serve fresh with jam or cheese. Makes about 15 slices.