Holiday Cookie Line Up #4: Walnut Pillows

These cookies are little pillows of nutty goodness enveloped in a flaky crust and topped with snowy white sweetness. They remind me so much of the Croatian cookies my mom and her cronies make for each holiday. And now I have a recipe to rival their awesome creations. Yay!

I actually made these months ago but never got around to posting about them. The holidays offer the perfect timing for sharing these, though.

The recipe makes TONS, so I gave bunches away and froze the rest. The nuts are spread onto the dough and rolled up into a log, then the log is sliced and baked. I didn’t need to bake all the cookies at once, so I opted to freeze half the logs. I gave my aunt a bunch of cookies and she froze most of them.We learned that the cookies taste better baked before freezing vs. freezing them in their unbaked state. Just thought you’d want to know if you decide to make these. By freezing, you can also make them ahead of time and have cookies easily ready for the holidays without stressing the day before—that’s always a plus.

They do take a bit of effort, but they are delish and make a lovely holiday offering.

The pictures below show the dough rolled into 6 inch x 18 inch rectangles. This was a bit long for rolling with ease. Next time, I might half each portion of dough and roll into 6 inch x 9 inch rectangles; I think this will be much easier to handle. I also found the cookies came out a bit thick after rolling, so I might even roll the dough out a bit less than 6 inches…maybe 4 inches or so.

Walnut Pillows

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  • 4 1/2 cups all-purpose flour
  • 4 tsp. baking powder
  • 1/2 tsp. salt
  • 1 cup sugar
  • 1 cup shortening
  • 1 egg
  • 1 tsp. vanilla
  • 1 cup milk


  • 1 1/2 lbs. walnuts, finely chopped (use food processor to speed up chopping)
  • 4 oz. (1 stick) unsalted butter, melted
  • 1 1/2 cups sugar
  • 4 egg whites, lightly beaten


  • 2 cups powdered sugar
  • 1 tsp. vanilla
  • 4 tbsp. milk (approximately)


  1. Preheat oven to 350 degrees F. Prepare cookie sheets by lining with silicone mats, parchment paper, or greasing.
  2. In a bowl, mix flour, baking powder, and salt.
  3. In another bowl, cream shortening and sugar.
  4. Add egg and vanilla; combine well.
  5. Add remaining ingredients, alternating between flour mixture and milk, starting and ending with flour mixture and making sure all ingredients are well incorporated. The dough will be soft.
  6. Divide dough into four even pieces, wrap each in plastic wrap, and refrigerate until ready to use.
  7. Filling: Combine chopped nuts with sugar, then add melted butter; mix well, making sure there are no large clumps. Add egg whites; mix well.
  8. On a well-floured surface, roll out a piece of dough into a rectangle measuring about 6 inches x 18 inches. Spread 1/4 of the nut filling onto the dough, leaving a small border around the perimeter of the dough.
  9. Roll up as you would a jelly roll, with the short ends to the left and right of your, and seal the ends.
  10. Cut the roll into 1-inch pieces and place on the cookie sheet. Bake for 15-20 minutes or until the tops are just slightly starting to brown. Cool completely.
  11. Once the cookies are cooled, prepare the icing by mixing powdered sugar, vanilla, and enough milk to achieve the desired consistency. Make icing thick enough to not be runny yet still easily spreadable. Ice the tops of the cookies; let set completely before storing in an airtight container. Baked cookies freeze well, too.

Yield: about 7 dozen cookies

SOURCE: Brown-Eyed Baker

P.S. added June 26, 2012: Having made these cookies quite a few times now, I’ve discovered that wrapping the logs in plastic wrap and refrigerating them for awhile, even overnight or a couple days, makes them far easier to cut. The stint in the fridge firms them up for slicing.