Melt butter and sugar in a saucepan over low heat until dissolved.

In a separate bowl, combine flour, yeast, baking powder, sour cream, egg, vinegar, and vanilla.

Add the melted butter mixture to the dry ingredients and knead for 5-10 minutes.

Divide the dough into 8 equal portions and shape them into balls.

Place the dough balls on a greased tray, cover with plastic wrap, and refrigerate for 6 hours.

Crush saffron threads with sugar using a mortar and pestle.

Steep the saffron mixture in hot water for 5 minutes.

In a separate bowl, combine sugar and flour for the filling.

Cut butter into the dry ingredients until a sandy consistency is achieved.

Add vanilla and the steeped saffron mixture to the filling.

Remove the dough from the fridge and let it warm to room temperature for 15-20 minutes.

Preheat oven to 325°F, then immediately reduce temperature to 300°F.

Make the glaze by beating together the egg and milk in a small bowl.

Dust a rolling pin and clean surface with flour.

Roll out one dough ball to about 1/8th inch thickness.

Sprinkle a couple tablespoons of the filling over the dough and gently press filling into the dough with the rolling pin.

Roll the dough over from one end to the other, carefully tucking it around the filling to form a log.

Line a baking sheet with parchment paper.

Transfer the stuffed dough log to a cutting board.

Using a sharp knife, cut the log into about 6 pieces.

Move the pieces to the tray, leaving about 1/2-inch of space between the cookies.

Repeat the process with another dough ball, as about 3 full dough balls/logs will fit onto a standard cookie sheet.

Brush the tops of the nazook with egg and milk glaze.

Bake for roughly 20 minutes, until golden brown.