In a small saucepan, warm the milk. Add the ground walnuts, sugar, vanilla sugar, and cinnamon. Stir well to combine, then let it cool completely.
Lay out the strudel dough sheets on a clean kitchen towel. Brush each sheet with melted butter. Layer 2-3 sheets on top of each other for better support.
Sprinkle a thin layer of breadcrumbs over the center of the strudel dough sheets. Evenly spread the walnut filling on top.
Using the kitchen towel, carefully roll up the strudel. Place it on a baking sheet lined with parchment paper.
Brush the top of the strudel with beaten egg to achieve a beautiful golden-brown color during baking.
Preheat the oven to 350°F (180°C) and bake for 30-35 minutes, or until the strudel is golden brown and crispy.
Allow to cool slightly, then dust with powdered sugar (optional), slice, and serve.
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