In a blender place the walnuts, sugar and salt. Blitz a couple times until it becomes a small crumb then keep to the side
Dough directions- In a mixer add the cream cheese and room temp butter. Mix using a paddle attachment until just combined. Add in the orange and lemon zest and vanilla extract and mix a couple times and then add in the flour and salt and mix until JUST combined.
Once it all comes together place in plastic wrap and chill for at least 1 hour.
Pre-heat the oven to 350 degrees F.
Cut the dough into 4 pieces and then roll out a piece into a circle shape while you keep the others in the fridge. Roll the dough until 1/8 inch thick and schmear a nice amount of Nutella into the dough. Sprinkle over a ¼ the amount of the crushed walnuts.
Slice the dough into quarter pieces and then slice the pieces into thirds. Roll up starting from the base of the triangle. Place on a parchment lined baking tray. Place in the fridge for at least 20 minutes.
Right before baking, brush with egg wash and sprinkle over more sugar. Place into the preheated oven for 15-20 minutes, let cool and serve.
