Grind the whole mustard seeds for a few seconds in a spice or coffee grinder, or by hand with a mortar and pestle. You want them mostly whole. Add the chopped nuts and grind into a paste.

Move everything to a bowl and add the salt and cold water. Mix well and let stand for 10 minutes.

Pour in the vinegar and stir well. When the vinegar is incorporated, pour into a glass jar and store in the fridge. Wait at least 24 hours before using. Mustard made this way will last several months in the fridge.