In a small bowl mix 2 TBSP sugar, half of the milk and yeast. Cover and wait for it to activate and start foaming.
In the bowl of a stand mixer fitted with the dough hook attachment, combine the flour, vanilla seeds (or extract) and sugar at low speed to combine all the ingredients. Add the rest of the milk and melted butter and mix until the dough comes together. Lastly, add activated yeast. Continue mixing until a soft smooth dough forms. You can do this by hand, as well. Transfer the dough to a greased bowl, cover, and let it rise at room temperature for 60 minutes or until double the size.
While the dough is rising, you can prepare the walnut chocolate filling. Melt butter and chocolate in heat proof bowl over the top of the saucepan with simmering water.
Add sugar to the butter and chocolate mixture and stir well.
In a small saucepan, bring heavy cream to a simmer (not to a boil!) and pour over ground walnuts. Add butter and chocolate mix to the walnuts and mix to get a uniform filling. Let cool to a room temperature.
Preheat the oven to 180°C (350°C).
On a clean and lightly floured working surface, divide the dough into three equal parts and shape into spheres. Roll each of them out on a piece of baking paper into roughly 26cm (10inch) circles.
Leaving the baking paper below, cover one layer with half of the filling leaving a cm (1/2inch) room at the edge. Cover with the second layer and add the rest of the filling. Cover with the last layer. Place a small glass or bowl in the center and cut 16 equally-sized slices, leaving the center connected. Twist the slices in pairs away from each other. Then pinch the ends of each pair together. Set the star aside to rise for 40 minutes at room temperature.
Lightly brush the star with milk (or egg wash). Bake in the oven until deeply golden and puffy, about 20 to 25 minutes.