Pre heat oven to 180°C (160°C fan forced).
Sift the flour and sugar into a bowl with a pinch of salt. Add the egg yolk, melted butter and enough milk to make a relatively firm dough (this can be done by machine).
Knead until smooth and elastic, about 5 minutes, cover with plastic and rest in a warm place for 10 minutes.
Meanwhile in a medium bowl combine extra warm milk with walnuts, honey, sultanas, cinnamon and lemon zest.
Roll out the dough as thinly as possible with a rolling pin, then place over a clean cloth. Stretch out the dough into a large rectangle, easing it out over the backs of your hands until it is paper-thin. Brush with some of the egg.
Spread filling evenly over the dough leaving a 5cm gap on both short sides and on the long edge furthest from you. Fold short sides of the dough over the filling and roll strudel away from you to enclose the filling completely.
Brush with remaining beaten egg and bake on a greased baking tray for 35-40 minutes until golden brown.
Dust with icing sugar and serve with custard.