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1
Put 3/4 cups (75 grams) of the walnuts into the food processor. Chop the remaining nuts (60 grams) medium fine and set aside.
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2
Add the flour, cheese, sugar, salt, and pepper to a food processor fitted with the steel blade. Pulse until the nuts and cheese are finely chopped. Add the butter in several pieces. Process until the mixture looks damp and comes together-or can at least be pressed together-to form a soft dough. Remove the blade and use your hands to blend any stray flour at the bottom of the bowl and knead the briefly if the dough seems crumbly.
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3
Divide the dough in half. Shape each piece into a 7-inch log that's 1 1/4-inches in diameter.
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4
Roll one log into half of the chopped nuts, pressing the nuts into the dough to coat the log as evenly as possible. The log may lengthen as you work; press the ends to shorten it to 8 inches. Repeat with the second log. Wrap and chill logs 30 minutes or so to make them firm enough to slice-or up to 3 days.
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5
Preheat the oven to 325u00b0 F. Position the rack in the center of the oven (assuming you will bake on one baking sheet). Line a baking sheet with parchment paper.
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6
Remove the dough from the fridge. If the logs are well chilled, let them set at room temperature until they can be sliced without crumbling. Cut each log into generous 1/2 inch slices and place them 1 1/2 inches apart on the lined baking sheet. Press the end of a wooden spoon, twisting as you press, half way into each slice, making a well to fill with jam later. If the dough cracks, let slices set for a few minutes to soften before making the depressions
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7
Bake cookies for 20 to 24 minutes, until cookies are lightly colored on top and deep golden brown underneath. Rotate the baking sheet from front to back halfway through the baking time to ensure even baking. Set the pan on a rack and let cookies cool completely. (Once cool, unfilled cookies may be stored in an airtight container for at least one week.) Cookie flavors tend to improve over several days.
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8
Shortly before serving, use a fine strainer to sift a little powdered sugar over each cookie and fill the depression with any preserve of your choice.
