Mix almond flour, oil, egg, and granulated sugar substitute into a dough. Chill at least 30 minutes.
Preheat oven to 350°F (175°C). Line a baking sheet with parchment.
Combine walnuts, brown sugar substitute, and cinnamon for the filling.
Divide the chilled dough into two portions. Roll each into a circle between two sheets of parchment, about 1/4-inch thick.
Sprinkle the filling evenly over each circle and press gently to adhere.
Cut each circle into 12 wedges. Roll each wedge up from the wide end to the point.
Arrange on the baking sheet, point-side down, and brush with egg white.
Bake 18–20 minutes, until golden.