Lightly spoon the flours into dry measuring cups; level with a knife.
Combine warm milk, 1/2 cup whole-wheat flour, cereal, and yeast in a large bowl; stir well with a whisk. Cover and let stand at room temperature 1 hour.
Combine 1/2 cup water and wheat berries in a small microwave-safe bowl. Microwave at high 1 minute or until mixture boils. Cover and let stand 1 hour. Drain.
Add the wheat berries, 2 cups whole-wheat flour, rye flour, 1/4 cup walnuts, honey, and salt to yeast mixture; stir until a soft dough forms (dough will feel tacky). Turn dough out onto a lightly floured surface. Knead until smooth and elastic (about 5 minutes); add enough of all-purpose flour, 1 tablespoon at a time, to prevent the dough from sticking to hands. Place dough on a baking sheet coated with cooking spray. Shape into an 8-inch round loaf. Make a 1/4-inch-deep "X" design in top of dough using a sharp knife. Brush dough with oil, and sprinkle with 2 tablespoons walnuts. Cover and let rise in a warm place, free from drafts, 30 minutes or until doubled in size. (Press two fingers into dough. If indentation remains, the dough has risen enough.)
Preheat oven to 375°.
Uncover dough. Bake at 375° for 25 minutes or until loaf sounds hollow when tapped. Remove from baking sheet; cool on a wire rack.