In a medium saucepan, combine the sugar, milk, butter, and vanilla. Cook over medium heat, stirring occasionally, until the butter melts and the mixture is smooth. Lower the heat and simmer for 3 minutes. Stir in the poppy seeds and cook, stirring constantly, until thickened, about 5 minutes. Remove from heat, stir in the almond flour or cookie crumbs, and mix until fully incorporated. Let cool completely, then cover and refrigerate until ready to use.
In the bowl of a stand mixer fitted with the paddle attachment, combine the flour, yeast, salt, sugar, and butter. Mix on low speed until the mixture forms coarse crumbs, about 2 minutes. Add the egg yolks and milk, then mix until a soft dough comes together. If the dough feels dry, add another tablespoon of milk. Shape into a rectangle, wrap tightly in plastic wrap, and refrigerate for 1 hour.
Line two large baking sheets with parchment paper. Divide the chilled dough into 3 equal pieces. On a lightly floured surface, roll one portion into a rectangle about ⅛ inch/3 mm thick. Spread one-third of the filling along one short edge, shaping it into a neat log. Fold the remaining dough over the filling to enclose it and press to seal, or roll the dough into a tight log starting from the filled edge. Transfer to the prepared baking sheet, seam-side down.
Repeat with the remaining dough and filling. Brush each roll with beaten egg white, then score the tops with a sharp knife to allow steam to escape.
Let the rolls rise in a turned-off oven (uncovered) for 1 hour. They will puff slightly but will not double in size.
Heat oven to 375°F/190°C. Bake until golden brown and firm to the touch, 20 to 25 minutes. Remove from the oven and cool slightly.
For a glossy finish, brush warm rolls with simple syrup (equal parts sugar and water, boiled until dissolved), or dust with powdered sugar once completely cooled. Slice and serve.