Cake:

Whip egg whites. When almost done, add sugar one tablespoon at a time, continue to whip till smooth and stiff. 

In a separate bowl, whip egg yolk till fluffy.

Slowly, fold the yolks, cocoa and flour into the egg white.

Bake in 350F until an inserted toothpick comes out clean, about 30 minutes (check a few times).

Remove from oven and let cool completely.

 

Filling and icing:

Place sugar, flour, milk and vanilla in a small bowl and bring to a moderate boil.

Let cool.

Whip the butter, add above mixture to the butter and mix in the ground walnuts.

assembly:

Remove cake from the pan and cut, lengthwise to 1/2" strips.

Place them, flat side down next to each other to create 1 surface.

Spread filling on the entire surface, leaving enough filling to cover the outside of the assembled cake.

Lift one strip, position so the flat surface covered with the cream is on the side and roll into itself like a snail, continue with the next strip where the first one ended until all strips are used and a large round cake was created. Push in a bit with both hands so the strips will tighten up.

Spread the rest of the filling to cover the entire cake.

Decorate with some sifted cocoa or ground walnuts or half walnuts as in the picture.

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notes: 

1.  This will produce a large, round cake

2.   I often replace the filling by another filling which I make by whipping cream from 3 cups of whipped cream + 1 sugar + 1 cup ground walnut. (The whipped cream will last longer, and can even be frozen, if you bring the whipping cream to boil, and whip it up after cools).