Add the softened butter to a bowl with 2 teaspoons cinnamon, the finely chopped walnuts and half the caster sugar. Use a fork to mash and mix until all ingredients are well combined.

Place 2 of the puff pastry sheets on a clean surface, lightly dusted with flour to prevent sticking. Spread the cinnamon butter evenly over both sheets of pastry. Lay another piece of puff pastry over top and press firmly to sandwich together.

Using a sharp knife, cut each puff pastry into 6 even strips, so that you have 12 strips total.

Working one strip at a time, cut each strip of pastry into two pieces leaving about 1cm attached at the top. Twist/braid the two pieces together to form one. Roll the twisted strip up from the bottom into a small spiral bun and push into a greased muffin tin. Repeat with remaining strips.

Brush the tops of the swirls lightly with the whisked egg wash then bake in the oven at 190°C for 30 minutes, or until golden.

While the swirls are in the oven, mix the remaining cinnamon and sugar together in a shallow bowl. While the swirls are still warm from the oven, toss them in the cinnamon sugar mixture.