Step #1
Combine the flour, yeast & butter or margarine by hand until mixture is crumbly.
Step #2 Stir in the egg, egg yolks, heavy cream, salt & vanilla.
Step #3 Mix together & let this stand in the refrigerator for 8 hrs or overnight.
Step #4 Beat the egg whites until stiff peaks are formed.
Step #5 Mix the walnuts, 1 1/3 c of the sugar, the cinnamon & bread crumbs.
Step #6 Stir in the egg whites & let the mixture stand for 1 hr.
Step #7 Divide the dough into fourths.
Step #8 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.
Step #9 Spread 1/4 of the filling over the rolled dough.
Step #10 Cut the dough into 2 1/2x2 1/2 inch squares.
Step #11 Roll each square up like a jelly roll & place on a baking sheet.
Step #12 Repeat with the remaining dough & filling.
Step #13 Keep the dough you aren't working with in the refrigerator.
Step #14 Bake in a preheated 350 degrees F (175 degrees C) oven for 20 mins.
Step #15 Keep a close eye on these cookies as they tend to burn easily because of the sugar that is on the dough.