Prepare dough: beat together cream cheese, butter, sugar, maple syrup, salt and egg yolk, in a large bowl, until smooth. Beat in flour just until blended. Shape dough into balls. Refrigerate until firm, about 2 hours.
Prepare filling: Stir together walnuts, 1/3 cup sugar, maple syrup, and cinnamon, in a medium bowl. Preheat oven to 350 deg f. Grease two baking sheets. Roll out half the dough to 1/8" thickness. Cut dough into 10" dia.
Circle. Spread the dough with half the walnut mixture. Cut dough into 16 wedges. Starting with the wide edge, roll dough pieces jelly roll style.
Place cookies point down on greased sheets. Repeat with remaining dough.
Lightly beat egg white with water. Brush over cookies. Bake in preheated oven for 15 to 20 minutes. Remove from baking sheets to cool.