Walnut Pillow Cookies Recipe

Get ready for the sweet, nutty goodness of these walnut pillow cookies. This recipe takes a bit of time and effort to put together, but the end result is so worth it. It's a recipe that's chock-full of butter (and nuts, for that matter), so if you have dietary restrictions, it may not be the one for you. While some recipes can easily accept substitutions, this one really relies on dairy products and nuts, and recipe developer Mark Beahm of The Sunday Baker advises you not to mess with the recipe too much.

Ahead, we'll break down exactly how to go about making these little treats as well as a few alternative methods for making them (just no ingredient substitutions), plus you can find the full recipe at the very end. This buttery cookie is irresistible, and we already know it's one you'll want to make again and again and bring along to all your potlucks and family gatherings! Go ahead and bookmark this page and thank us later.

These walnut pillow cookies are really a two-step process: the dough and the filling. To start, let's get together the ingredients for the dough. You'll need flour, sugar, baking powder, salt, lemon zest, cold butter, and eggs. 

In the bowl of your food processor, add the flour, half a cup of sugar, baking powder, salt, and lemon zest. Pulse just a few times until your ingredients are blended. If you're doing this by hand, you can just whisk these ingredients together.

Next, add the cold butter that you've cut into slices into the food processor and pulse just until the mixture looks sandy with pea-sized bits of butter. If you're doing this by hand, use a pastry blender or two knives to cut the butter in. You don't want your butter to get too warm or blend in too much. This will keep the cookies light and buttery.

Now we'll bring everything together to make the dough. Pulse in your whole egg and one egg yolk (keep the white) until you start to see large clumps. If you're doing this by hand, you can use the whisk to just barely mix the eggs in. 

Now transfer the dough to a floured work surface and flour your hands as well. Fold the dough into itself until all the ingredients are fully incorporated, but don't overhandle. Make sure you're using enough flour to keep the dough from being sticky. 

Roll the dough into one ball and then divide it in half. Shape each half into a one-inch-thick rectangle, wrap in plastic wrap, and place in the fridge. It should be in there for at least an hour.

This is the second main step of the process: the filling. For this, you'll need walnuts, milk, melted butter, cinnamon, the egg white left over from the dough, and the remaining half cup of sugar. Place all these ingredients into your food processor and pulse until the walnuts are ground and the filling is thick and combined.

If you're doing this process by hand, you'll want to chop the walnuts up first with a knife so they're as fine as possible. Then combine everything in a bowl with a whisk. At this point, you can go ahead and preheat the oven to 350 degrees Fahrenheit.

After the dough has been chilling for at least an hour, you can start to assemble the cookies. Flour your work surface and start with one of the dough disks. Use a rolling pin to roll out the dough into a long rectangle. Aim for about 24 inches long and five inches wide. Do the same with the second dough disk. Flour your rolling pin as necessary so nothing sticks. 

Using a spoon, spread half the filling lengthwise down each piece of dough. Place it right in the middle of each piece of dough. Gently fold the top of the dough over the filling, and brush it with a bit of water. Then fold the bottom up over that. You're essentially forming a tube around the filling. Press down gently in the middle as you go so the dough seals itself closed.

Cut your dough tubes into one-inch strips, and place them seam-side down on a parchment-paper-lined baking sheet. Space them at least one inch apart. They won't spread much, but you still want to give them some breathing room.

This recipe makes about four dozen cookies, so you'll have to prepare them in batches. You don't want to put too many in the oven at once, or they won't bake evenly, so be prepared for this part to take a bit of time.

Bake the cookies for 20 minutes or until the edges are golden brown. Once they're out of the oven, allow them to cool for five minutes before removing. Place them on wire racks to cool completely.

These cookies are best enjoyed at room temperature, but if you prefer your cookies hot or cold, that's totally up to you. These will stay fresh in an air-tight container at room temperature for up to a week if you can make them last that long without eating them all.

We like to eat these with a cold glass of milk to balance out the sweet, buttery flavor, but they're just as good on their own!