This is the real deal, direct from my Hungarian descendants. These yummy, delicate cookies are just the right amount of sweetness and are absolutely addicting! Simple ingredients, but do take some work, but well worth it! Always a holiday favorite!
Beat butter and cream cheese in the bowl of a stand mixer until pale yellow and creamy. Gradually add 2 cups flour to butter mixture until the dough is too thick for the mixer. Stir remaining 2 cups flour into the butter mixture by hand and knead until dough falls off hands easily. Roll dough into a ball, place in bowl, cover with plastic wrap, and chill in the refrigerator for 8 hours or overnight.
Preheat oven to 375 degrees F (190 degrees C).
Stir walnuts and sugar together in a bowl. Pour milk into walnut mixture and stir to form a paste.
Turn dough onto a floured work surface and roll to desired thickness. Cut dough into 2-inch squares. Place about 1 teaspoon walnut filling in the center of each square. Roll the dough from 1 corner to the other corner around the walnut filling and transfer to a baking sheet.
Bake in the preheated oven until light brown, 10 to 15 minutes.