• Preheat the oven to 350 degrees F.
• In a medium sized bowl, mix together the sugar, cayenne and salt.
• Bring a small saucepan of water to boil.
• Add the walnuts and blanch them for 3 minutes.
• Drain well and then immediately roll the walnuts in the sugar mixture until thoroughly coated. The sugar will melt slightly.
• Transfer the walnuts to a baking sheet or pan and bake, stirring occasionally, until they are a deep golden brown, about 20 minutes. Watch carefully because the sugar can burn easily.
• Let cool completely before serving.