In a mixing bowl, cream together the butter and sugar until light and fluffy.
Add the eggs one at a time, mixing well after each addition.
In a separate bowl, sift together the flour, baking powder, and salt.
Gradually add the dry ingredients to the butter mixture, alternating with the milk, until a soft dough forms.
Divide the dough into 4 equal parts and shape each part into a ball.
Flatten each ball into a circle and place a spoonful of chopped walnuts in the center.
Fold the dough over the filling to form a half-moon shape and pinch the edges to seal.
Place the qoğal on a baking sheet lined with parchment paper.
Brush the tops of the qoğal with the egg yolk for a shiny finish.
Bake in a preheated oven at 350°F (180°C) for about 25-30 minutes or until golden brown.
Allow the qoğal to cool slightly before serving.
Enjoy!