Preheat your oven to 250°F and prep a large cookie sheet by lining it with parchment paper or a reusable baking mat.
Add your walnuts to a large mixing bowl. Separate your egg yolk from your egg white and set egg yolk aside (see notes below for uses for the egg yoke). Add egg white to walnuts and mix until walnuts are coated.
Whisk together both sugars and cinnamon in a medium-sized bowl.
Pour sugar and cinnamon mixture over walnuts and stir until nuts are evenly coated.
Spread your nuts out evenly onto your cookie sheet, making sure not to stack them on top of one another. Bake for 15 minutes, remove and toss, and then back for another 15 minutes.
Remove from the oven and let cool completely before enjoying them at room temperature.