Mix the pumpkin, walnut, sugar, and cinnamon in a bowl.
Grease half of each filo pastry sheet, and fold in two. Grease once more. On the longest side of each pastry sheet, add spoonfuls of filling (2-3 tbsp per pastry), and tightly fold the pastry into a roll. Fold each roll into a spiral, and place on a greased baking dish. Alternatively, you can make one big spiral-shaped pie, by placing the first spiral in the centre of the baking dish and placing the other rolls around it.
Bake in a preheated oven at 180°C for 40' approximately. Serve after sprinkling with icing sugar.