In a medium bowl, cream butter and cream cheese. Stir in egg yolks and vanilla. Stir together flour, salt, and baking powder. Add flour mixture a little at a time until it is fully incorporated.

Divide dough into 5 parts, wrap in plastic, and refrigerate overnight.

In a medium bowl, beat egg whites to soft peaks. Add sugar a little at a time while continuing to beat to stiff peaks. Fold in ground walnuts, and set aside.

On a lightly floured surface, roll dough out until it is 1/4 to 1/8 inch thick. Cut into 3-inch squares. Place 1/2 teaspoon filling in the center of each square and roll up from corner to corner. Place on cookie sheets and refrigerate until hardened.

Preheat the oven to 350 degrees F (175 degrees C).

Bake cookies in the preheated oven for 10 to 12 minutes, until lightly browned. Roll in confectioners' sugar when cool.