Hi Connie :-) I found this recipe on the internet and have not tried it. I see no reason why you couldn't substitute walnuts for the pecans. I sure hope that this is the recipe that you are looking for.

Cream Cheese and Pecan Danish

"I love this recipe. It is so easy and so good. I sometimes add canned pie filling on top of the cream cheese mixture."

1 sheet frozen puff pastry, thawed
2 (3 ounce) packages cream cheese, softened
1/4 cup powdered sugar
1 egg
1 teaspoon vanilla extract
3/4 cup chopped pecans
Creamy Glaze

Preheat oven to 375 degrees F.

Unfold pastry; roll to 15 x 10-inch rectangle. Place in 15 x 10 x 1-inch jellyroll pan. Beat 6 ounces cream cheese, 1/4 cup sugar, egg and vanilla in small mixing bowl at medium speed with electric mixer until well blended. Stir in 1/2 cup pecans. Spread cream cheese mixture over pastry to within 3 inches from outer edges. Make 2-inch cuts at 1-inch intervals on long sides of pastry. Crisscross strips over filling. Bake 25 to 30 minutes or until golden brown. Cool.

Bake in a preheated 375 oven for 25-30 minutes or until a nice puffy golden brown. Cool. Drizzle with glaze and sprinkle with remaining 1/4 cup of chopped pecans.

Glaze:
Beat together 3 oz softened cream cheese, 3/4 cup powdered sugar and 1 Tbs. milk until smooth and spreadable. Top cooled pastry.