Warm the milk until lukewarm, then stir in the sugar and yeast. Let it stand for 10 minutes, or until foamy.
In a large bowl, sift the flour, add the salt, then pour in the yeast mixture and the egg. Start kneading the dough.
Knead the dough until smooth, then cover it with a clean kitchen towel and let it rise in a warm place for about 1 hour, or until doubled in size.
Roll out the risen dough into a rectangle. Place thin slices of 200g cold butter over two-thirds of the dough. Fold the unbuttered third over the middle, then fold the other third over the top. Roll out again and repeat this folding process three times, chilling the dough for 15 minutes between each fold.
Combine the ground walnuts with the honey and rum to create a soft, spreadable filling.
After the final rolling, cut the dough into triangles. Place a small amount of rum-walnut filling in the center of each triangle, then roll them up into croissant shapes.
Place the croissants on a baking sheet lined with parchment paper, and let them rise for another 30 minutes.
Preheat the oven to 350°F (180°C). Brush the croissants with a little beaten egg, then bake them for 18-20 minutes, or until golden brown.
Once the croissants are baked, let them cool slightly, then dust the tops with powdered sugar.
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