Preheat the oven to 180°C/360°F (convection). To make the strudel filling, add ground nuts to a bowl. Add part of the sugar, vanilla sugar, and part of the milk, and combine until smooth. If desired, you can also add a dash of rum or raisins.
Roll out the puff pastry and place it on a baking sheet lined with parchment paper. Spoon the nut mixture in the center of the dough, and then fold the dough over from both sides. Bake at 180°C/360°F (convection) for approx. 35 min. until the strudel is golden.
While strudel is baking, pour part of the milk into a pot and bring to a boil.
In the meantime, mix custard powder with the remaining sugar and milk. When the milk on the stove is boiling, pour in the custard mixture and stir vigorously. Simmer for a few minutes and stir throughout. Then set aside.
Slice nut strudel and serve with the warm vanilla sauce.