Combine 2/3 cup milk and the coffee granules in a microwave-safe bowl. Microwave at high 1 minute; stir until coffee dissolves. Cover and chill completely. Stir in vanilla and egg.
Preheat oven to 425°.
Lightly spoon flour into dry measuring cups; level with a knife. Combine flour and the next 4 ingredients (flour through cinnamon) in a bowl; cut in butter with a pastry blender or 2 knives until the mixture resembles coarse meal. (The flour mixture and butter can also be combined in a food processor; pulse until mixture resembles coarse meal.) Stir in walnuts. Add milk mixture, stirring just until moist (dough will be sticky).
Turn the dough out onto a lightly floured surface; knead lightly 4 times with floured hands. Pat dough into an 8-inch circle on a baking sheet coated with cooking spray. Cut dough into 10 wedges; do not separate. Brush the dough with 2 teaspoons milk; sprinkle with 2 teaspoons sugar. Bake at 425° for 20 minutes or until browned. Serve warm.