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. Roll in confectioners' sugar when cool.