1 Preheat the oven and prepare the baking sheets: Preheat the oven to 400ºF and line two baking sheets with silicone baking mats or parchment paper.
2 Make the filling: In a very clean, large mixing bowl, use a whisk, hand mixer, or stand mixer with whisk attachment to whisk together the egg whites and cream of tartar, just until the cream of tartar is fully incorporated and the egg whites have a lot of bubbles.
Add the sugar to the egg whites, one tablespoon at a time, whisking it in completely after each addition, for a minute or so if you’re doing it by hand, or about 30 seconds if you’re using an electric mixer.
Add the vanilla, then continue to whisk at high speed, until the egg whites are glossy and silky in texture. Stop the mixer and rub a little of the meringue between your fingers. It should feel smooth and you should not be able to feel any gritty sugar between your fingers.
3 Add the walnuts: Whisk the ground walnuts into the meringue just until well combined, about 30 seconds. Set aside. (If you are using a stand mixer, use a spatula to transfer the meringue to a small bowl, then wash out the mixer bowl and return it to the stand.)
4 For the dough: In a large mixing bowl, use a hand mixer or a stand mixer fitted with paddle attachment to cream the butter, yeast, sour cream, and egg yolks for about 2 minutes—it’s fine if the mixture looks split or a bit broken.
Add the flour and salt in three batches, mixing slowly until the flour is thoroughly blended into the dough, about 10 seconds each time.
5 Prepare your work surface and divide the dough: Sprinkle a work surface generously with powdered sugar. Transfer the dough to the work surface. If the dough is still a little shaggy, knead in the dryer bits until you have a cohesive ball of dough. Use a bench scraper or knife to divide the dough into four equal pieces. Shape each of the pieces of dough into a round disk, about 1 inch thick
6 Roll and cut the dough into wedges: Using a rolling pin, roll one piece of the dough into a circle about 10 inches in diameter and about 1/8-inch thick, a little bit thinner than if you were rolling out pie dough. With a bench scraper, knife, or pizza cutter, cut the dough into 8 triangle wedges.
7 Fill the cookies: Spoon a small amount of the meringue mixture onto the wide end of a wedge of dough, about a heaped 1/2 teaspoon of filling. You may use a little more or less depending on the wedge of dough, as they won’t likely be all perfectly evenly sized.
8 Shape the cookies: Roll up the dough from the wide end to the tip, like you would a crescent roll. (The filling may spread along the wedge of dough a bit as you’re rolling it up, but it shouldn’t spill out too much over the sides. Use a light hand and don’t worry if they’re a little messy.)
You can gently bend the ends in to form a crescent shape or just leave them straight. It’s up to you.
Transfer the cookie to the lined baking sheet.
Complete this process with the rest of the dough, rolling out the three remaining balls of dough, cutting them into wedges, and rolling up the cookies with the filling, to make 32 cookies.
You will have a good amount of filling leftover (a half cup or so).
9 Bake the cookies: Bake the cookies for 10 minutes, rotating the pans halfway through baking to ensure that they bake evenly. They should be light in color when they are done, and just barely lightly browned on the ends. You can check for doneness by touching one of the cookies, if it springs back when gently poked, the cookies are done.
10 Cool the cookies: Remove the cookies from the oven and transfer them to wire cooling racks. Let the cookies cool completely, for about 30 to 45 minutes. Save the baking sheets. You’ll use them again to glaze the cookies.
11 Make the glaze: In a bowl, whisk together the powdered sugar, vanilla, and 6 tablespoons of the milk. Once you have incorporated as much of the powdered sugar as will absorb into the milk, add more milk gradually, by the teaspoon, until the glaze is thick but pourable, a little bit thicker than Elmer’s glue.
12 Glaze the cooled cookies: Place the cooling racks on lined baking sheets to catch any dripping glaze.
Spoon about a tablespoon of glaze over the top of each cookie, using a spoon to gently coax the glaze into dripping down the sides— you want to cover the cookies as much as possible. Let the glaze set for an hour or so, until it is no longer tacky.
13 Enjoy! The cookies will keep in a tightly lidded container for up to three days at room temperature or up to three months in the freezer.