In a large bowl, dissolve yeast in warm water. Add the milk, sugar, eggs, salt and 2 cups flour; beat until smooth. Stir in enough remaining flour to form a soft dough. Do not knead. Cover and refrigerate for 15 minutes.
Turn dough onto a lightly floured surface. Roll into an 18x15-in. rectangle. Cut 1/3 cup butter into small pieces. Dot dough with butter to within 1 in. of edges. Fold lengthwise into thirds, then widthwise into thirds, forming a 6x5-in. rectangle. Wrap in plastic; refrigerate for 15 minutes. Repeat the rolling, dotting with butter, folding and chilling two times.
Turn onto a lightly floured surface; divide dough in half. For fans, combine the brown sugar, walnuts and cinnamon; set aside. Roll one portion of dough into an 18x10-in. rectangle. Cut into eighteen 5x2-in. rectangles. Brush with melted butter to within 1/2 in. of edges; sprinkle with brown sugar mixture. Roll up jelly-roll style, starting with a long side; pinch seams to seal. Place seam side down on a greased baking sheet; curve ends down to form crescent shape. With scissors, cut from outside edge to two-thirds of the way down toward opposite side at 1-in. intervals. Cover and let rise until doubled, about 1 hour.
For S-shaped rolls, divide other portion of dough into 18 pieces. Shape each piece into a 10-in. rope. Shape rope into an S-shape, then coil ends until they touch the center. Place 2 in. apart on greased baking sheet. Fill coil ends with 1-2 teaspoons pie filling. Cover and let rise until doubled, about 1 hour.
Bake at 375° for 8-10 minutes or until golden brown. Remove from pans to wire racks to cool. In a small bowl, combine the glaze ingredients. Drizzle over rolls.