I haven't done a nut beer, but here's what I would think:
1) Roast them well
2) Cool, then grind into flour in a food processor
3) Add to your mash
I imagine you'd need quite a lot of them to be able to taste. I'd start with at least 5% of the grist by weight, e.g., about a half pound for 5 gallons. Might need even more, I dunno.
Hopefully the oils in the nuts don't hurt your head retention. A bit of rye should help with that though, and in the same amount -- about 5% or half pound in 5 gallons. Rye is magical like that. It works even better than oats or wheat.