Cut butter into flour in a bowl using 2 knives or a pastry blender until the mixture resembles coarse crumbs. Add sour cream and egg yolk; mix well. Shape the dough into a ball. Wrap in plastic wrap and refrigerate, 8 hours to overnight.
Combine walnuts, sugar, and cinnamon in a small bowl.
Preheat oven to 350 degrees F (175 degrees C). Lightly grease 2 baking sheets.
Cut dough into 4 equal pieces. Roll each piece into a 1/8-inch thick circle on a lightly floured surface. Spread 1/4 of the walnut mixture on each circle; cut each circle into 12 wedge-shaped pieces with a pizza wheel.
Shape each piece of dough into a crescent by rolling dough from the wide end of the wedge into the center. Transfer cookies carefully to the baking sheets.
Bake in the preheated oven until golden, 20 to 25 minutes. Watch cookies carefully as they bake; their bottoms tend to brown faster than their tops.