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1
Prepare the dough: Place cream cheese and butter in the mixer bowl.
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2
Attach the flat beater and mixer bowl to the mixer.
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3
Set to speed 4 and beat until smooth.
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4
Reduce speed to stir and mix in flour, in 3 additions, and salt.
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5
Divide dough into 8 disks, wrap in plastic wrap and refrigerate for 1 hour, until firm.
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6
Meanwhile, prepare the filling: In a medium saucepan, bring milk, butter and sugar to a boil over medium heat.
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7
Add walnuts and cook, stirring constantly, until thick, about 5 minutes.
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8
Remove from heat and add vanilla.
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9
Let cool.
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10
Preheat oven to 325F (160C).
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11
Using a fine-mesh sieve, sprinkle confectioners sugar over a work surface.
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12
As you work with each piece of dough, keep the rest refrigerated.
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13
Working with one disk at a time, lay dough on work surface and sprinkle with confectioners sugar.
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14
Roll into a 10-inch (25 cm) round and spread thinly with 1/3 cup (75 ml) filling.
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15
Using a pastry wheel or a sharp knife, cut dough into 8 wedges.
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16
Beginning at the large end of each wedge, roll towards the small pointed end.
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17
Repeat with remaining dough.
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18
Place cookies 2 inches (5 cm) apart on prepared baking sheets.
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19
Bake in middle of preheated oven for 15 to 20 minutes, or until golden brown.
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20
Transfer to wire racks and let cool completely.
