Note: The amounts for the ingredients are up to the user.
Preheat the oven to 400 degrees F.
While oven is preheating, use a chef's knife to chip chocolate off the block, or crush pistoles into small pieces. This is a fun step that creates a lot of chocolate shavings that can be fun for guests to help clean up by eating. The irregular shapes are good too because they create depth of flavor in the final product due to varying masses of chocolate tucked away in the burrito's rolls.
Zest the lemon and set aside. Mincing is not necessary.
Crush the walnuts between your palms or gently break with a rolling pin in a towel. Set aside.
Put granulated sugar in a bowl for sprinkling onto the burrito.
Spread 1 phyllo sheet on a baking sheet and brush with melted butter. Top with another phyllo sheet and brush it with butter. Top with a last sheet, but don't butter it on top. I just use 3 sheets but if you like thicker burritos, sprinkle on sugar and add 3 more sheets after brushing on the butter.
Sprinkle on chocolate, zest, and nuts, to taste. Be sure to allow room for rolling without bursting the roll. Sugar isn't really necessary inside the roll but a little can be nice.
Roll up the dessert just like a burrito: tuck in sides toward the front then roll up. Also, a straight roll like sushi is fine.
Sprinkle phyllo with sugar, put on a baking sheet (no greasing or parchment necessary), and bake for 5 to 8 minutes until just barely browned.
Remove, wait 5 minutes, then cut into bite size pieces with a sharp knife. Serve immediately.