Method:
Preheat oven to 350°F. Spray a 9-inch square baking dish with canola or olive oil spray. Set aside.
In a large mixing bowl, combine sugar, flours, baking powder, salt, baking soda and nutmeg. Using a pastry cutter, two forks or your fingertips, blend butter into flour mixture until it resembles fine cornmeal. Press half of the mixture into the bottom of the prepared baking dish; set aside.
In a small bowl, whisk together milk and egg, then add to remaining flour mixture along with chopped walnuts and stir to combine. Spoon on top of crust in pan and bake for 45 to 50 minutes, or until a toothpick inserted in the center comes out clean. Let cool in pan slightly before turning out onto a wire rack to let cool completely.