In one bowl, combine the flours, sugar, soda, baking powder, cinnamon, nutmeg, and salt. Whisk together until well combined.
Separate the egg, placing the egg white in a small cup or bowl and the yolk in a medium bowl. Add the butter, buttermilk, and milk to the yolk and stir until well combined.
Add the yolk mixture to the dry ingredients and stir until just combined. Stir in the shredded carrots. Finally, gently fold in the egg yolk until it's barely incorporated. It's okay if some small white streaks remain.
Heat a large skillet (or an electric griddle works great for this!) over medium high heat until a drop of water in the pan sizzles and disappears within a second or two. Add a small amount of oil to the pan and stir to coat evenly. Drop the pancake batter by the Tablespoon into the pan. Cook until bubbles appear on the top then flip and cook until fluffy and cooked through. Remove to a cookie sheet and place in a low 200 degree oven to keep warm, if desired.
In the meantime, make the cream cheese frosting. Beat together the cream cheese, cinnamon, and powdered sugar until smooth. Add the maple syrup and 2 Tablespoons of milk and beat on low speed until combined. If needed, add an additional Tablespoon of liquid. The mixture should be spreadable, but still hold it's shape.
To stack, line a pan with a single layer of about 15 pancakes then put a small dot of cream cheese on each one. Place another layer of pancakes on top followed by another dot of cream cheese. Finish with a third layer of pancakes, a big dollop of cream cheese, and a halved walnut, if desired. Pancakes can be served warm or at room temperature.