Dissolve yeast in warm water. Cut butter into flour until consistency of cornmeal. By hand, stir in yeast and eggs until well blended. Combine cream cheese, lemon and orange peel, and sugar. On well-floured surface, roll out half of the dough to a 13 X 9-inch rectangle. Spread with half cream cheese mixture; sprinkle with half of nuts. Starting with longer side, roll up. Pinch edges and ends to seal. Place on lightly greased cookie sheet, seam side down. With sharp knife cut lengthwise halfway through roll. Repeat with rest of dough. Bake at 375° for 20 - 22 minutes until golden brown. Cool. Sprinkle with powdered sugar. Cut diagonally into slices.
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