Whisk together flour, cornstarch and salt in a bowl; set aside. Cream together Blue cheese and butter with an electric mixer.
Add sugar and beat until light and fluffy. Slowly add flour mixture to butter and cheese mixture; beat to combine.
Add cranberries and mix on low just until evenly dispersed.
Divide the dough into two pieces and use parchment paper or plastic wrap to form the dough into two 1 1/2-inch diameter round or square logs. Set out two fresh pieces of plastic wrap and sprinkle the chopped nuts evenly over both.
Roll the logs of dough in nuts until covered. Tightly wrap and seal the logs; refrigerate until firm (at least 2 hours).
Preheat oven to 325 degrees F. Working with one log at a time, unwrap and slice logs into 1/4-inch discs.
Place 1 inch apart on parchment-lined baking sheets. Gently press about 3 small rosemary leaves on each cookie.
Sprinkle each cookie with sanding sugar.
Bake on a middle rack until bottoms begin to brown and tops just begin to turn from pale to golden; 12 to 18 minutes. Cool on sheets 1 to 2 minutes before removing cookies to a cooling rack to cool completely. Store cookies in an airtight container for up to 1 week.
