In a medium bowl, cream butter and cream cheese. Stir in the egg yolks and vanilla. Stir together the flour and baking powder.
Add the 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 the dough out to 1/4 to 1/8 inch thickness.
Cut into 3 inch squares, place 1/2 teaspoon of filling in the center of each square and roll up from corner to corner.
Place on cookie sheets and refrigerate until hardened.
Preheat oven to 350 degrees F (175 degrees C).
Bake cookies for 10 to 12 minutes, until lightly browned.
