How to cook
Preheat the oven to 356°F (180 °C) without the fan. Wash the pumpkin, clean and grate it. Melt the butter, set aside about 1/2 of it for the sheets.
Saute the pumpkin in the rest of the butter, add 1 cup sugar, the vanilla and crumbled walnuts. Take it off the stove and leave the mixture to cool.
In the meantime, make the topping: beat the egg with the rest of the sugar and the milk.
Lay out a phyllo pastry sheet and sprinkle some of the melted butter, put some pumpkin filling and roll up the sheet. Repeat for all of the sheets.
Arrange them in a circle in a pre-greased oven dish. Finally, pour on the milk topping. Bake until ready.