Mix the flours with the salt in a large bowl then add the herbs and the yeast and make a well in the centre. Mix together the water, sugar and oil, pour into the flour then mix until ingredients come together to form a dough – you may need to add a little more water.
Turn the dough onto a floured board, knead for 10 minutes then place in an oiled bowl, cover and leave in a warm place until doubled in size.
Preheat the oven to 200C/400F/Gas 6. Knead the walnuts into the dough. Divide the dough onto eight portions, shape into rolls and place onto a greased baking sheet.
For the glaze, blanch the herbs in boiling water for a few seconds then refresh in iced water. Mix together the egg and water. Brush the rolls with the egg mixture, arrange the herbs on top and brush with the glaze again. Bake in the oven for 12 – 15 minutes or until the bottoms of the rolls sound hollow when tapped.