Step 1

Separate egg whites from egg yolks. In a large bowl, combine 3 egg yolks and 1 cup powdered sugar. Beat on high speed for 1-2 minutes (start low) until slightly lightened in color.

Step 2

In a small bowl, combine 1 tsp baking soda and 2 tsp distilled white vinegar; it will fizz. Pour the baking soda mixture into the large bowl with eggs and add 2 sticks unsalted butter, 1 tbsp mayo and 1/2 tsp vanilla extract. Beat for another minute to combine.

Step 3

Add 3 cups all-purpose flour (1 cup at a time). Beat until just combined with each addition. If dough feels a bit too soft, add another 1/4 cup flour and stir with a spatula. Dough will be sticky and you might think it needs more flour, but it will thicken in refrigerator.

Step 4

Wrap the dough with plastic food wrap and make a flat disk to about 1-inch thick. Refrigerate for 1 hour or up to 2 days if planning to bake these later.

Step 5

1 HOUR LATER: preheat the oreshki maker while you work with the dough.

Step 6

Fully fill a 1 teaspoon measuring spoon with dough and then scoop it out with your finger. Roll an egg-shaped dough balls. (Make at least 24 to fill all the molds or how many your oreshki maker has). This is the fastest and easiest way to make the dough balls. It will ensure all cookies are similar and the excess dough is not oozing out of the oreshki maker. You will have enough cookie scraps for the filling.

Step 7

Once the appliance is ready, place 1 ball into each cookie mold and gently press to close the lid. Press just until clicked or closed; do not press all the way or the oreshki shells will come out too thin. Bake for 2 1/2 minutes. (If this is your first time making oreshki, check at 2-minute mark). Shells should be yellow-ish to lightly golden. Keep rolling the dough balls for another round while these are baking. You do not need to refrigerate the dough before each addition. I tried and I did not see any difference. The baking process takes less than 20 minutes, which is not much for butter dough to really soften.

Step 8

Remove baked cookie shells to a clean tray using a disposable knife or fork. Repeat previous step until all oreshki shells are baked.

Step 9

Using a small sharp knife, trim the edges of each cookie. Crush all the cookie scraps into small crumbs with your hands. You do not need a food processor or a rolling pin.

Step 10

In a medium bowl, combine 1 (14 oz) can dulce de leche and 1/2 stick (or 1/4 cup) unsalted butter. Beat on high speed for about 2 minutes until combined. If necessary, refrigerate filling for an hour or so if it turns out too runny. Different homemade dulce de leche methods have different texture results.

Step 11

With help of a dull knife, fill each cookie shell with dulce de leche filling. Gently (no pressing) put 2 shells together, filling side toward each other to create a walnut shaped cookie. I like to add some cookie crumbs to the seams to cover any dulce de leche showing and to give these cookies a festive look. Continue until all cookies are filled. I always have just enough filling for all.

Step 12

Place cookies in a tray, preferably seam side on a side until cookies set in refrigerator, to prevent any dulce de leche leaking out. Refrigerate for at least 4 hours before serving.

Step 13

Walnut shaped cookies stay fresh up to 1 week in refrigerator.