To make the dough, heat the milk until just lukewarm. Stir in the yeast and let sit for 5-10 minutes.
In the bowl of a stand mixer fitted with a dough hook, or by hand in a large bowl, mix together the milk/yeast mixture, flour, butter, sugar, egg yolk, and salt. Mix until the dough comes together, and then knead until the dough is very smooth and elastic—don't skimp on this step. It should take about 10 minutes in a stand mixer. If the dough is still pretty sticky, carry on kneading until it feels quite smooth.
Lightly grease a large bowl and place the dough in it. Cover the bowl with plastic wrap or a damp tea towel and let rise for about 1 1/2 to 2 hours, until puffy and almost doubled.
While the dough rises, make the caramel: Whisk together the sugar and water in a saucepan over medium-low heat, stirring occasionally, until the sugar dissolves. Bring to a boil and cook until the mixture turns a deep caramel color (about 10 minutes). Remove from the heat and very carefully whisk in the butter and cream (it might splash and bubble a bit!). Whisk in the tahini and the flaky salt. Set aside to let it cool slightly—it doesn't need to be very cool but you don't want to pour it over the dough while it's hot.
Gently press down the dough to deflate it, and turn it out onto a counter. The dough is buttery enough that you shouldn't need extra flour—it shouldn't stick.
Press/roll/stretch the dough out into a large rectangle, about 12" x 18" in size.
Carefully spread the cooled tahini caramel over the dough, leaving about 1 1/2" bare on all sides. It should be thick enough to not be too messy, but don't worry if it is messy. It'll still be delicious! Sprinkle the chopped nuts over the filling.
Starting with the long edge closest to you, roll the rectangle into a long log. Pinch the seam closed firmly. Using a serrated knife or a piece of unflavored dental floss, slice the dough into 2-inch rounds (or a little thinner).
Place the rolls into a greased 9-inch round cake pan. (I like to grease the pan, then line it with parchment, and then grease it again because then the rolls pop out easily.) Spoon any remaining caramel over the top of the rolls and top with more flaky sea salt, if desired. Cover the pan with plastic wrap or a damp tea towel and let rise until puffy, about 20 minutes. Towards the end of the rise, preheat the oven to 375° F.
Bake the rolls for about 25 minutes (start checking after 20, and then may take as long as 30—just take them out when they are golden brown on top). Remove from the oven and let cool for at least 15 minutes.