Preheat oven to 325°F. Spray large rimmed baking sheet with nonstick spray. Whisk sugar and next 4 ingredients in small bowl. Whisk egg white in large bowl until frothy. Add walnuts; toss to coat. Sprinkle walnuts with espresso mixture and toss to coat. Spread coated walnuts on prepared sheet in single layer.
Bake 5 minutes. Slide spatula under walnuts to loosen from baking sheet and stir, rearranging in single layer. Bake until walnuts are dry to touch, about 5 minutes longer. Loosen walnuts from sheet again; cool on sheet. DO AHEAD Candied walnuts can be made 2 weeks ahead. Store in airtight container at room temperature.