Preheat oven to 375°F.
To prepare the dough place flour , sugar and salt in the food processor and pulse a few times. Add the butter and pulse a few times. Pour in the egg and milk mixture and keep pulsing until the mixture comes together.
Turn onto a floured surface, and shape into a 12" cylinder. Cut into 6 equal 2" pieces. Roll out each individual piece to fit into a tartlet pan. Place a piece of parchment paper on top of each tarlet pan, and cover with pie weights. Place in the freezer for 45 minutes.
Bake for about 10 minutes. Remove from the oven and quickly remove the pie weight and parchment paper. Brush all sides with the egg wash while hot.
While the dough is in the freezer prepare the filling: in a saucepan heat cream, half and half, and sugar on medium heat until it starts to boil. Remove from heat and stir in the walnuts, vanilla, and orange peel.
Fill the individual tartlets, then bake on oven rack for 20-25 minutes or until the filling has set.
Remove from the oven and place on a cooling rack.