In a saucepan, mix together the egg, 1/2 to 1 cup sugar (sweetness to taste, taking into account the sweetness of the plain biscuits you are using), milk and cocoa.

Gently bring the mix to the boil, stirring continuously. Reduce heat, and continue stirring until the mixture forms a thick cream. Remove from the stove and set aside to cool.

Break the biscuits into small pieces, by hand or in a food processor. Add the walnut pieces to the broken biscuits. Melt the butter and add to the biscuits along with the chocolate cream. Mix well.

Turn the mixture out onto a long sheet of cling wrap, grease proof paper or foil. Shape into a long roll, like a salami sausage. Roll up tightly in the wrap, paper or foil, and secure the ends with rubber bands. Place in the fridge until firm.

Unwrap and slice to serve.