Thaw pastry sheet at room temperature until it safely unfolds flat. Do not tear at folds.
Heat oven to 375 degrees.
Mix egg and water in small bowl.
Microwave chocolate, milk and butter in large bowl on High 1-1/2 to 2 minutes or until chocolate is almost melted, stirring halfway through heating time. Stir until chocolate is completely melted. Depending on your microwave, you might have to add an additional 15 seconds to fully melt it. Be careful not to add too many extra seconds to avoid burning the chocolate. Stir after each heating.
Unfold pastry sheet on lightly floured surface. Roll into a 16” X 12” rectangle. Spread a thin layer of chocolate evenly on pastry to within ½” of the edges. Sprinkle nuts evenly over the chocolate.
Starting at short side, roll up jelly-roll style.
Place seam side down on ungreased baking sheet. Tuck ends under to seal. Brush with egg mixture.
Bake 35 minutes or until golden.
While baking the strudel, beat 2 cups of whipping cream in a chilled mixing bowl with beaters (or whisk attachment). Chill bowl and beaters in the freezer for 30 minutes prior to mixing.
When the cream starts to thicken, add the sugar and Kahlua, and continue to beat until firm. Don't overbeat! Makes 4 cups whipped cream.
Cool strudel for 30 minutes on wire rack.
Slice and serve warm. Top with a scoop of whipped cream, and then drizzle with chocolate sauce.