Preheat an oven to 180 degrees C. Lightly grease a baking tray or line with baking paper.
Combine the flour, salt, cocoa powder, baking powder, cinnamon and coffee in a bowl. Set aside. Beat the butter and sugar with an electric mixer in a large bowl until smooth. Add the eggs one at a time, allowing each egg to blend into the butter mixture before adding the next. Beat in the vanilla with the last egg. Mix in the flour mixture until just incorporated. Fold in the chocolate chips and walnuts; mixing just enough to evenly combine. Divide the dough into two and shape each into 20x5cm flat rectangles about 2cm thick. Place on the baking tray 8 to 10cm apart. Beat egg yolk with water in a small bowl. Brush over the top of each loaf.
Bake in the preheated oven until both loaves are firm, 20 to 25 minutes. Remove from the oven and cool for 10 to 12 minutes. Reduce oven heat to 150 degrees C. Cut each loaf diagonally into 2cm slices. Place each slice cut-side up onto the baking tray. Return to the oven and bake until the biscotti are dry, 10 to 15 minutes on each side. Cool on the tray for 10 minutes before removing to cool completely on a wire rack. Store in an airtight container.