Peel and cut the pumpkin. Grate it and if it's too watery, squeeze it, then pour on the sugar, cinnamon and the walnuts (optional).
Leave it aside. Lay out the phyllo pastry sheets, put grated pumpkin and sprinkle with oil or butter.
Grab 2 at a time and wrap into rolls. Arrange in an oiled tray. Bake until reddened.