Preheat the oven to 220oC, gas mark 7. Butter a 12 hole muffin tin.
Place the custard powder, sugar, ¼ tsp cinnamon and vanilla in a medium saucepan and blend in the egg yolks and milk. Gently heat until just boiling, stirring until thickened, stir in half the Walnuts and set aside.
Cut the pastry in half and place 1 half on top of the other, sprinkle with ¼ tsp cinnamon and roll up tightly from the long edge like a Swiss roll. Cut this into 12 equal slices.
Flatten each pastry round with the palm of your hand and roll out to a 10cm circle then press into the prepared tin. Fill each with the custard.
Bake for 15-20 minutes until golden. Allow to cool before removing from the tin and sprinkle with extra cinnamon and remaining Walnuts.