Make the sponge first by adding eggs in a bowl with oil and sugar and whisk. Stir in pumpkin puree until smooth. Add the rest of ingredients (flour, baking powder, cinnamon, and nutmeg) and stir nicely. Pour and spread on baking paper placed in rectangle baking pan and bake in a preheated oven on 180 degrees Celsius for 15 minutes. Take it out of the oven, wait just a little while so it isn’t too hot and then roll it with the baking paper on. I even roll it in a clean cooking cloth and leave it to cool down.
In between this you can chop up walnuts and roast them in a hot pan, just for a few minutes, so it starts to smell good and gets a bit browned. Also let it cool down.
You can simply make the cream filling by stirring in icing sugar and adding walnuts to cream cheese.
Then you need to roll out the sponge and remove the baking paper. I still leave it under the cake sponge. Now you can spread the cream cheese filling equally, roll it carefully so it will be nice and tight and also roll it into baking paper you have underneath so it is covered and transformed easily. Place in a refrigerator for a couple of hours so it will set. Then slice it and enjoy.