Directions

1. Combine the flour, yeast and butter or margarine by hand until mixture is crumbly. Stir in the egg, egg yolks, heavy cream, salt and vanilla. Mix together and let stand in the refrigerator for 8 hours or overnight.
2. Beat the egg whites until stiff peaks are formed.
3. Mix the walnuts, 1 1/3 cups of the sugar, the cinnamon and bread crumbs. Stir in the egg whites and let the mixture stand for 1 hour.
4. Divide the dough into fourths. On a surface sprinkled with white sugar, roll 1/4 of the dough out very thin (you should be almost able to see through the dough) into a rectangular or square shape. Spread 1/4 of the filling over the rolled dough. Cut the dough into 2 1/2x2 1/2 inch squares. Roll each square up like a jelly roll and place on a baking sheet. Repeat with the remaining dough and filling. Keep the dough you aren't working with in the refrigerator.
5. Bake in a preheated 350 degrees F (175 degrees C) oven for 20 minutes. Keep a close eye on these cookies as they tend to burn easily because of the sugar that is on the dough.