In a large bowl, cream butter and cream cheese until blended. Gradually beat flour into creamed mixture. Divide dough into 3 portions. Shape each into a disk. Wrap and refrigerate 1 hour or until firm enough to roll., Preheat oven to 375°. For filling, in a small bowl, beat egg whites and vanilla on medium speed until foamy. Gradually add sugar, 1 tablespoon at a time, beating on medium after each addition until well blended. Stir in walnuts., Generously coat a work surface with confectioners' sugar. Roll 1 portion of dough into a 12-in. square about 1/8 in. thick, sprinkling with additional confectioners' sugar as necessary to coat well. Cut into sixteen 3-in. squares., Shape 2 teaspoons filling into a small log about 2 in. long. Place diagonally onto a square. Overlap opposite corners of dough over filling; pinch tightly to seal. Place 2 in. apart on greased baking sheets. Repeat with remaining dough and filling., Bake until bottoms are golden brown, 9-11 minutes. Remove from pans to wire racks to cool completely. Dust with confectioners’ sugar., To Make Ahead: Dough can be made 2 days in advance. Wrap and store in an airtight container in the refrigerator.