Preheat the oven to 300°F (150°C). Line a baking sheet with parchment paper. In a large bowl, whisk egg white and vanilla extract until peaks form (about 2–3 minutes).
Add walnuts and toss until evenly coated.
In a separate bowl, mix brown sugar, cinnamon, salt and orange zest (if using). Work the orange zest into the sugar well with a rubber spatula to release the oil from the zest to flavor the sugar.
Sprinkle the sugar mixture over walnuts and toss until well coated.
Spread the coated walnuts in a single layer on the baking sheet.
Bake for about 20 minutes. Then, stir the walnuts. They may be a bit slimy looking after you stir them, but that's okay. Once you give them a stir, put them back in the oven for about 5-10 more minutes. Then, remove them from the oven. They will not be crisp yet, but as the sugar cools, they will harden.
Let the walnuts cool fully on the pan. Once they are cooled, they will be the perfect texture.