Preheat the smoker to 275 degrees Fahrenheit.
Whip the egg into a foam and coat the walnuts.
Mix the sugar, allspice, cinnamon, cayenne pepper and salt together. Sprinkle over egg white coated walnuts and mix well.
Add the lemon juice and mix well.
Spread the walnuts on a baking sheet lined with parchment paper and smoke for 2 hours.