Knead all the products, without the walnuts and Turkish delight, into a soft dough. Roll out a sheet, cut it into squares.
In each square, all along its length - put a piece of Turkish delight, that you've cut into thin strips, and some walnuts. Wrap up into rolls. Put them in a baking dish and bake at 356°F (180 °C) until pink.
Once cooled, sprinkle on powdered sugar. Enjoy!