Cream together the butter and cream cheese on medium until light and fluffy.
Add the coconut sugar and half the flour at a time and beat on low to combine.
Shape the dough into a disk and wrap in plastic wrap. Refrigerate for 1 hour.
While dough is in the fridge, make the filling.
Beat the egg whites and vanilla on medium high until fluffy and frothy. Add the sugar 1 tablespoon at a time and beat until combined after each addition.
Mix in your walnuts until well combined.
Preheat oven to 350F.
Let dough sit at room temperature for 5-10 minutes. You'll know it's ready because you can work it without it immediately cracking. If it starts cracking, wait a few more minutes.
Lightly dust a work surface with a mix of powdered sugar and flour. Roll out your dough to about ⅛-1/4 inch thick.
Trim dough then cut into 2inch squares. Roll scraps of dough back into a ball and place in the fridge.
Place about 1-2 Tbsp. of walnut filling diagonally along one square. Overlap the opposite corners of the dough over the filling, sealing tightly. Place cookies 2 inches apart on a parchment lined baking sheet. Repeat with remaining dough on a second baking sheet.
Bake cookies for 18-22 minutes (start checking at 15 minutes), rotating the cookie sheets halfway through, until the bottoms are golden, the tops are lightly golden, and cookies are firm.
Let cool for 10 minutes on the tray before transferring to a wire rack to finish cooling.
Once cooled, dust with powdered sugar and enjoy!