1. In a food processor, whirl walnuts until finely ground. In a bowl, with an electric mixer on high speed, whip the egg whites and lemon juice until foamy. Gradually add granulated sugar, beating until whites hold stiff peaks, 8 to 10 minutes. Stir in walnuts. In a small bowl, with a fork, beat the egg yolks to blend.
2. In a bowl, with an electric mixer on high speed, beat butter, cream cheese, and 1/2 cup powdered sugar until very smooth. Beat in lemon peel and vanilla. Stir in flour until well blended.
3. Divide dough into four equal portions. On a lightly floured board, with a floured rolling pin, roll each portion of dough into a 10- by 12 1/2-inch rectangle, turning dough over and flouring board occasionally to prevent sticking. Press edges to smooth out.
4. With a sharp knife or a fluted cutter, cut dough into 2 1/2-inch squares. Place 1 teaspoon of the walnut mixture in the center of each square. Lift diagonally opposite corners of each square to the center over filling. Brush the corners with beaten egg yolks and press together to secure.
5. With a spatula, place packets about 1 inch apart on buttered or cooking parchment-lined 12- by 15-inch baking sheets.
6. Bake cookies in a 300° oven until golden, 25 to 30 minutes; if baking more than one pan at a time, switch pan positions halfway through baking.
7. With a wide spatula, transfer cookies to racks. If hot cookies start to break, slide a thin spatula under them to release, let stand on sheets to firm up, about 5 minutes, then transfer to racks. Sift remaining 1/4 cup powdered sugar over cookies, then cool completely.
Note: Nutritional analysis is per cookie.