Italian Nut Rolls Cookies

These Italian nut roll cookies are a holiday tradition worth making. The dough is rich and pastry-like — not sweet at all — which makes it the perfect contrast to the honeyed walnut filling tucked inside. They take a little planning (both the dough and the filling are made the night before), but the results are absolutely worth it.

Why You’ll Love These

Two-day prep that pays off — overnight resting gives the dough a better texture and the filling more depth of flavor
Perfect dough-to-filling balance — the unsweetened pastry dough keeps the sweet walnut filling from being too much
Festive without any fuss — two Rolls in powdered sugar and they look like something from a bakery
Makes a big batch — great for gifting, holiday platters, or keeping a tin on the counter all week
Freezer-friendly — bake ahead and re-roll in powdered sugar before serving

A Few Notes on the Ingredients

The butter should be real butter — I know, I know, the original recipe says “or margarine” and I’ve left that in out of respect for the original, but I always use butter. Four sticks. It feels alarming until you taste the dough.
For the walnuts, you want them ground fine. Not a coarse chop, not a powder — somewhere in between. I use my food processor and pulse it in short bursts, because if you let it run too long you end up with walnut butter, which is actually delicious but not what we’re making. I’ve done it both ways. The coarser grind gives you more texture, and there was one year where I swore it was better — but now I think I was just trying to feel like I’d discovered something new.
The sour cream goes in the dough and gives it this subtle tang, this soft richness that regular pastry dough doesn’t have. Don’t skip it. Don’t swap it for Greek yogurt. I’m not saying that because I’ve tried it — I’m saying that because I know I’d be tempted to and I want to stop myself.

The Ingredient List

For the Dough:

4 ½ cups all-purpose flour
3 teaspoons baking powder
½ pint sour cream (that’s 1 cup, give or take)
4 large egg yolks
1 pound butter — 4 sticks, softened
1 ½ teaspoons granulated sugar

For the Filling:

¾ pound walnuts, ground fine
1 cup granulated sugar
3 large egg whites, divided (2 go in the filling, 1 gets saved for brushing)
1 teaspoon vanilla extract
1 ½ teaspoons honey

For Rolling and Finishing:

Powdered sugar — enough to mix into your rolling flour, and more for coating the finished cookies

How to Make Them

The night before — and I really do mean the night before, not three hours before, actually the night before — beat your egg yolks in a small bowl and set them aside. Cream the butter with that tiny amount of sugar. It barely tastes sweet; the sugar is almost just there to get the butter going. Add the beaten yolks, then mix in the flour and baking powder and sour cream until you have a soft dough that comes together. It won’t look like cookie dough. It’ll look like pie crust dough. That’s correct. Wrap it and refrigerate it overnight.
For the filling: beat two of your egg whites until frothy — not stiff peaks, just frothy — and stir in the vanilla and honey. In a separate bowl, mix your ground walnuts with the cup of sugar. Combine both bowls together, stir well, cover and refrigerate overnight. Save that third egg white in a small covered bowl — you’ll use it tomorrow.
The next day, preheat the oven to 375°F. Now, here’s where you need patience. Mix a little powdered sugar into your rolling flour — just enough to make it lightly sweet, not enough to change the texture — and roll out sections of dough thin. Think pie dough. Almost pie dough. If it’s too thick, the dough-to-filling ratio is off and they taste bready, which is not what we’re going for.
Cut into 3-inch squares. I use a ruler sometimes. I am the kind of person who uses a ruler for cookies in December, and I’ve made peace with that.
Put about half a teaspoon of filling in the center of each square. Not more — it’ll overflow. Fold two opposite corners toward the center and press gently to seal. Brush the top with that reserved egg white. Roll each cookie in powdered sugar, set them on a parchment-lined baking sheet, and bake for 12 to 15 minutes. Check at 12. They should be just barely golden at the edges, the bottoms set but not brown. Pull them before you think they’re done.
Cool them completely — I usually leave them on a rack for at least 45 minutes — and then roll them in powdered sugar again. This second coat is what makes them look like something from a bakery instead of something from a kitchen.

Variations

Pecans instead of walnuts. I’ve done it. It’s good, different — sweeter, a little softer in texture. One year I made half and half and labeled them wrong, and nobody noticed until I told them. Make of that what you will.
I’ve seen some recipes that add a little cinnamon to the filling. I tried it once and it was fine. But it made them taste more like a general holiday cookie and less like themselves, if that makes sense.

Storage

They keep surprisingly well — up to a week in a tin at room temperature, layered with waxed paper. Longer in the freezer, though the powdered sugar gets a little absorbed and you may want to re-roll them. I’ve done this. It works.
Do not — and I say this from experience — store them in anything that has previously held something with a strong smell. Fruitcake tin, garlic-adjacent container, whatever. They will absorb it. You will know immediately.