Mix the grated walnuts with the remaining ingredients, roll out the puff pastry on a baking sheet and brush with melted butter.
Spread the walnut filling on top, roll up the dough on the longer side and cut into pieces about 2 cm wide. Place the snails on the baking paper and flatten them a bit.
Make sure there is some space between the snails, as they will still rise.
Brush the nut snails with beaten egg and bake according to instructions.