There is a lot of good references for help using flavorings for dryhopping. Here's one for starters http://www.homebrewtalk.com/f12/ah-n...66/index3.html
From my experience never use extracts, or if you do use very modestly. Also I've never had a beer turn out the way I wanted to using nuts. Although I've been kind of modest with additions, it seems to take a lot for the taste to come through. I've read some people dryhopping with several pounds and still being dissatisfied as well as having a lot of beer lost to trub. But roasting is a good idea I think you should look into that to get the taste to come through more.
For experimenting figure out what exactly you want to find out. Ratios, varieties, duration of conditioning, etc. Their needs to also be a control variable like maintaining same temp, duration of time, same variety etc.
I would say start with roasted nuts and then go from their, try several kinds maintaining same temp and conditioning time. But it is your experiment so go with what you
feel you would like to do.
Recipe looks good btw!