Roast the walnuts in a wide pan. Add powdered sugar and vanilla sugar, reduce the heat. Melt the sugar (1) while stirring until the nuts are coated in a light brown color, leave to cool and crumble a little.
For the cream, bring the sugar (2) and water to the boil in a large pan without stirring.
Reduce the heat and simmer, moving the pan back and forth occasionally, until a dark brown caramel is formed (do not let it turn black, be sure to keep an eye on it!).
Pull the pan off the plate. Pour in the milk, cover and simmer until the sugar has dissolved. Then pull the pot off the plate.
Mix the milk and all the other ingredients up to and including the egg in a bowl.
Then bring to a boil over a medium heat, stirring constantly. Remove the pan from the plate and stir for another 2 minutes. Pour through a sieve into a bowl, cover and refrigerate for approx. 1-2 hours.
Whip the cream until stiff, carefully fold three quarters of it into the cream, serve.