First, put water, sugar, the pulp of the vanilla bean and the cinnamon in a pan and bring to a boil.
Add the walnuts and stir until the water has evaporated and the sugar mixture becomes crumbly while constantly simmering over medium heat.
Now caramelize the walnuts while stirring constantly until glossy.
Then lay out the walnuts, still hot, on a baking sheet lined with parchment paper to cool. This is to prevent them from sticking together.