Combine first 5 ingredients in a large bowl, stirring with a whisk. Add yeast, stirring with a whisk; let stand 5 minutes. Lightly spoon flour into dry measuring cups; level with a knife. Add 2 cups flour to yeast mixture, stirring with a whisk. Cover and let rise in a warm place (85°), free from drafts, 15 minutes.
Add 2 1/2 cups flour, walnuts, rosemary, and 1 egg, stirring with a whisk. Turn dough out onto a lightly floured surface. Knead until smooth and elastic (about 10 minutes), adding enough of remaining flour, 1/4 cup at a time, to prevent dough from sticking to hands.
Place dough in a large bowl coated with cooking spray, turning to coat top. Cover and let rise in a warm place (85°), free from drafts, 1 hour or until doubled in size. (Lightly press two fingers into dough. If indentation remains, the dough has risen enough.)
Preheat oven to 400°.
Punch dough down; turn dough out onto a lightly floured surface. Divide dough in half, shaping each portion into a round. Place loaves on a baking sheet dusted with cornmeal. Cover and let rise 30 minutes or until doubled in size.
Combine 1 tablespoon milk and 1 egg, stirring with a whisk; brush over loaves. Make 3 diagonal cuts 1/4-inch deep across top of each loaf using a sharp knife.
Place loaves in oven; reduce oven temperature to 375°, and bake 40 minutes or until bottom of each loaf sounds hollow when tapped. Let stand 20 minutes before slicing.