Unroll dough sheet from can. Spread Nutella over sheet completely. Cut dough sheet in half. Roll up each sheet, one at a time. Slice each roll down the middle, so that there are 4 pieces now. Fold each dough piece in half, while twisting the 2 dough halves together, with the cut sides facing up. Place on a parchment lined baking sheet. Beat the egg and brush on the outside of the pastry. Sprinkle with 1 tsp of the chopped walnuts for each twist. Baked in a 350 degree oven for about 20 minutes or until golden brown.