In a large bowl, beat butter and cream cheese until smooth. Gradually beat in flour. Shape into a disk; wrap in plastic. Refrigerate 1 hour or until firm enough to roll. , For filling, in a small bowl, beat butter, sugar and baking cocoa until blended. Beat in egg yolk, vanilla and salt. Stir in walnuts., Preheat oven to 350°. On a lightly floured surface, roll dough into a 12-1/2-in. square; cut into twenty-five 2-1/2-in. squares., Place a rounded teaspoonful of filling in center of each square. Bring two opposite corners to center. Moisten edges with water and pinch to seal. Place 1 in. apart on lightly greased baking sheets., Bake 18-22 minutes or until light brown. Remove to wire racks to cool.