Contrary to my earlier advice, I find it is actually easier to get nice slices without crumbling if you use a serrated knife and a sawing motion. Also, chopping up the nuts a bit before adding them allows the dough to hold together better, again minimizing crumbling. It's a good idea to toast the nuts before adding them for maximum crunch, but they will toast up a bit more during the final (second) baking.
Recipe after the jump!