Preheat the oven to 350 degrees. In a small bowl, blend the sugar, cinnamon, and a hefty pinch or two of kosher salt. Set aside.
In a medium-sized bowl, lightly whisk the egg white, adding a splash of cold water if necessary, to break it down a little. (You're not whipping it, just preventing it from being a one big lump of egg white.) Stir the walnuts through the egg white until they are lightly coated. Drain excess white, if necessary.
Sprinkle the walnuts with the cinnamon-sugar mixture, stirring the walnuts as necessary to ensure an even coating.
Spread the coated nuts out onto a sheet pan lined with parchment paper and bake, stirring every 5 minutes, for about 10-15 minutes or until the nuts are browned and fragrant. When you remove them from the oven, they will still look wet -- this is because the sugar has melted. Break up any clumps and let cool to room temperature.
Try not to eat them all in one sitting.