Mix the flours in a mixer bowl, placing salt on one side and yeast on the other.
Add 250ml water and gradually add up to 100ml more to form a soft dough.
Knead the dough for 10 minutes on medium speed until smooth.
Incorporate the chopped walnuts and let the dough rise until doubled in size, about 2 hours.
Knock back the dough and divide it into four equal pieces on a floured surface.
Flatten each piece into a 15x8cm rectangle.
Place Roquefort along the edge, roll up, and elongate into a 25cm sausage shape.
Coil each sausage into a spiral and place into a 20cm oiled springform tin.
Cover and prove for one hour, then preheat the oven to 220°C.
Brush with egg wash and bake for 50 minutes.
Cool for 10 minutes in the tin before transferring to a wire rack.