Preheat oven to 350 degrees F (175 degrees C).
In a medium bowl, cream the butter, sugar and egg yolks until light and fluffy. Stir in the vanilla, then the flour, and finally the walnuts.
Roll dough into walnut sized balls, place them 2 inches apart on an unprepared cookie sheet. Bake for 10 to 12 minutes in the preheated oven. Cookies should be slightly brown. Cool and roll cookies in confectioners sugar.