For the puff pastry nut strudel, first prepare the filling. Mix the egg yolks with the sugar until creamy, add the nuts, breadcrumbs, butter, lemon zest, rum, cinnamon, raisins and milk and mix until firm.
Roll out puff pastry on a floured surface to a 35 x 40 cm sheet. Spread filling on top and place strudel on a baking sheet lined with parchment paper. Roll out remaining dough, cut into strips and garnish strudel with them. Leave to rest for 15 minutes.
Mix egg yolk with water and brush dough with it. Place the tray in the preheated oven on the middle shelf and bake the puff pastry nut strudel for 40 to 45 minutes.