Let’s get started on these delightful cookies with step-by-step guidance:

1. Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
2. In a large bowl, cream together the butter and granulated sugar until light and fluffy, about 3-4 minutes. This step is crucial for achieving that perfect dough texture.
3. Add in the vanilla extract and one egg, mixing until well combined.
4. Gradually add the flour and salt, mixing until just combined. The dough should be soft but not sticky.
5. In a separate bowl, mix together the chopped walnuts, brown sugar, and cinnamon for the filling.
6. Roll out the dough on a lightly floured surface into a rectangle about 1/4 inch thick. Spread the nut filling evenly over the dough, leaving a small border around the edges.
7. Carefully roll the dough into a log, starting from one of the long edges. Seal the seam with a bit of water if necessary.
8. Slice the log into 1-inch pieces and place them on the prepared baking sheet.
9. Beat the remaining egg and brush it over the tops of the cookies for a beautiful golden finish.
10. Bake for 15-18 minutes or until the edges are lightly golden. Let them cool on a wire rack.
11. Optionally, dust with powdered sugar before serving for an extra touch of sweetness.