Place the walnuts in a food processor and pulse to chop finely; leave to one side. Put the flours, 10g salt, yeast, butter and 300ml water in a bowl, stir together and begin massaging the ingredients for a minute. If the mixture seems dry, add more water a tbsp at a time to make a soft but not sticky dough, then knead in the bowl for a further couple of minutes to bring the dough together.
Tip the dough onto a lightly floured work surface and knead well for 10 mins before returning to the bowl. Cover the bowl with cling film and leave to rise in a warm place for 1 hr. Briefly knead the walnuts into the dough, then leave to rise in the bowl for a further 20 mins.
Tip the dough out onto a lightly floured surface and roll out into a rectangle, approx 50 x 20cm, 1cm thick. Sprinkle the Roquefort evenly over the dough and lightly press in. Place the rectangle width-ways in front of you and roll up the rectangle like a Swiss roll. Cut into 8 equal sized pieces and place them onto a lightly greased baking tray, cut-side down. Cover with cling film and leave to rise for 1 hr.
Heat oven to 220C/200C fan/gas 7. Brush each round of dough with the beaten egg and bake for 20 mins. Leave to cool for a few minutes and eat while still warm. These are delicious on their own or served with a soup or a chunky salad with apple in it.