In a medium bowl, whisk together the flour, baking powder, and salt until well combined.

In a large mixing bowl, cream together the butter and sugar using a hand mixer on medium speed for about 3-4 minutes.

Add the eggs one at a time, mixing well after each, then blend in the vanilla extract.

Gradually add the flour mixture to the butter mixture, alternating with sour cream until just combined.

Divide the dough in half, wrap each portion in plastic wrap, and refrigerate for at least 2 hours.

In a saucepan, combine the finely ground walnuts, sugar, milk, butter, vanilla extract, and ground cinnamon. Cook over medium heat for 5-7 minutes until smooth and thick.

Preheat your oven to 350°F (175°C) and line two baking sheets with parchment paper.

Roll out one portion of dough into a rectangle, spread a portion of nut filling evenly over it, then roll into a log.

Slice the log into 1-inch wide cookies and arrange them on prepared baking sheets.

Brush the tops with beaten egg and bake for 12-15 minutes until golden brown.

Allow cookies to cool on a wire rack and dust with powdered sugar before serving.