In a large bowl, cream together the butter and sugar until light and fluffy.
Beat in the egg and mix well.
Gradually add the flour and salt, mixing until the dough comes together.
Add milk a little at a time, if needed, until the dough is smooth.
Wrap the dough in plastic wrap and refrigerate for at least 30 minutes.
In a small bowl, combine honey, chopped walnuts, sugar, and ground cinnamon. Mix well.
Preheat the oven to 375°F (190°C).
On a floured surface, roll out the dough to about 1/4-inch thickness.
Cut the dough into circles or squares, about 4 inches in size.
Place a spoonful of filling in the center of each dough piece.
Fold the dough over to form a crescent shape or a simple pinwheel, pinching the edges to seal.
Place the pastries on a baking sheet lined with parchment paper.
Mix the egg yolk with water and brush over the top of each pastry.
Bake in the preheated oven for 15-20 minutes, or until golden brown.
Allow the pastries to cool slightly.
Dust with powdered sugar before serving.
Enjoy your meal!