In a large bowl, add the flour, salt, sugar, yeast, milk, and vegetable oil. Mix until all ingredients are combined, knead the dough for about 5 minutes until smooth and place back into the bowl, cover with plastic wrap or a damp cloth and allow to rise for about an hour or until it doubles in size.

Make the filling in a small bowl by mixing together the brown sugar, cinnamon, and chopped walnuts. Set aside.

Once the dough is doubled, release the gas by punching the dough with your hand. Divide the dough into 8 separate pieces and form into balls. Place one of the pieces of dough on to a well floured surface and flatten into a disk about 4 inches big.

Add about 1-2 Tbsp of the filling into the center, seal the dough by gathering the corners and shape into a slightly flat pancake. Repeat for the remaining dough.

Preheat a frying pan on medium heat and add about 1-2 tbsp of vegetable oil. Place a pancake into the pan and cook on medium heat until the bottom side is lightly golden brown about 1 minute. Flip and press the dough down with a spatula until the bottom part is golden brown and the filing is melted.

Transfer the hotteok onto a plate and repeat with remaining dough. Enjoy hot!