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Step 1
Mix the flours in a large bowl of a freestanding mixer and add the salt to one side of the bowl and the yeast to the other.
Step 2
Add 250ml/9fl oz water and mix with the fingers of one hand. Add up to 100ml/3½fl oz more water, as required to form a soft dough; rye flour takes a lot of water so you should need most or all of it. Knead for 5-10 minutes on medium speed to a smooth dough. (You could also knead the bread by hand, but it may take a bit longer.)
Step 3
Add the chopped walnuts to the dough and gently knead until they are incorporated. Place the dough in a lightly oiled bowl, cover with cling film and leave to rise for 1-2 hours, until at least doubled in size.
Step 4
Turn the dough out onto a lightly floured work surface, knock it back, then divide into four equal pieces.
Step 5
Flatten each piece of dough into a 15x8cm/6x3in rectangle. Place a quarter of the Roquefort along the long edge of one of the rectangles and roll up like a Swiss roll.
Step 6
Using your hands, roll the dough into a 25cm/10in sausage shape. Repeat with the remaining dough.
Step 7
Lightly oil a 20cm/8in springform cake tin. Carefully coil each sausage of dough into a spiral and place into the cake tin, when all four spirals are in the tin they should resemble a four-leaf clover. Cover with cling film and set aside to prove for a further hour.
Step 8
Preheat the oven to 220C/200C(fan)/Gas
Step 9
Brush the top of the loaf with egg wash and bake in the oven for 45-50 minutes. Remove from the oven and leave to cool in the tin for 10 minutes, then turn out and transfer to a wire rack to cool completely.