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In a large bowl, stir together the warm milk, yeast, and sugar. Add the flours and salt; mix with a flexible spatula or wooden spoon to form a soft, sticky dough.
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Cover the bowl and let the dough rise in a warm place until it’s puffy and doubled in size, about 1 hour, depending on the temperature of the kitchen.
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After an hour, gently deflate the dough using floured hands or a flexible bowl scraper, cover it again, and allow it to rise for 20 more minutes.
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Meanwhile, make the filling: In a small bowl, combine the Baker’s Cinnamon Filling with the walnuts. Set aside.
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Dust a clean work surface with all-purpose flour, turn out the dough, and gently deflate it. Divide the dough into 8 equal portions (60g to 65g each). Shape them into neat balls.
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Working with one piece of dough at a time, use a small rolling pin and/or your hands to flatten it into a 5" circle. Place a dough circle in your hand and place about 1 1/2 tablespoons (20g) filling in the center. Seal and pinch tight to enclose the filling and make a ball, then roll the ball gently along the work surface to smooth the seam as best as possible (they do not need to be perfect). Repeat with the rest of the dough and filling. (At this point, the assembled hotteok can be stored, covered, in the refrigerator for up to 2 hours, until ready to cook.)
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In a nonstick skillet over medium heat, warm 2 tablespoons (25g) oil. Place a ball of dough seam-side down in the pan and flatten with a flexible spatula to about 4" in diameter. Depending on the size of the pan, you may be able to cook 2 to 4 hotteok per batch. Allow the hotteok to cook for 2 to 3 minutes, adjusting the heat as necessary, until golden brown and crisp.
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When the bottoms are golden brown, flip the hotteok over, press them down again, and allow them to cook for 2 to 3 more minutes, until the other side is golden brown. Transfer to a wire rack set over a baking sheet while you repeat with the remaining dough balls. If necessary, add more oil between batches and wipe out any cinnamon filling that has leaked. Serve the hotteok warm.
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Storage information: Freeze cooled hotteok for up to 2 months. To reheat, warm them up in a 350°˚F oven until heated through, about 10 minutes; they also reheat well in a toaster.
