With an electric mixer, cream the butter, cream cheese and 2 tsp sugar until soft. Sift the flour over the cream cheese mixture and mix until combined. Gather into a ball and divide in half. Flatten each half, wrap in plastic and refrigerate for at least 30 minutes.
Make the Filling: In a small bowl, mix together the chopped walnuts, brown sugar and cinnamon; set aside.
Preheat the oven to 375°F. Line 2 cookie sheets with parchment paper; set aside.
Working with one half of the dough at a time, roll it out thinly into a circle about 11 inches in diameter. Trim the edges with a knife, using a dinner plate as a guide. Brush the surface with the egg white glaze and then sprinkle evenly with half of the filling.
Cut the circle into quarters, and each quarter into 4 sections, to form 16 triangles. Starting from the base of the triangles, roll up to form spirals.
Place the spirals on the cookie sheets and brush with the remaining glaze. Sprinkle with caster sugar. Bake for 15 - 20 minutes, or until golden. Cool on a wire rack.