1. Make the crust: In a food processor, combine the walnuts, flour, sugar and a pinch of salt and pulse until finely ground. Add the butter and pulse until the mixture resembles coarse meal. In a small bowl, combine the egg yolk with the ice water, then add the mixture to the processor and continue pulsing just until the dough forms a ball. Transfer the dough to a work surface and shape into a 12-inch log. Wrap in plastic and refrigerate for 30 minutes.
2. Preheat the oven to 375°. Cut the dough into 8 equal pieces and flatten each piece slightly into a round. Using your fingers, press the dough into eight 4 1/2-inch tartlet pans with removable bottoms; the pans should be about 3/4 inch deep. Prick the bottoms a few times with a fork and bake the crusts directly on the oven rack for 15 to 18 minutes, or until golden and cooked through.
3. Make the candied walnuts: In a medium nonstick skillet, cook the walnuts over moderately high heat, shaking the pan constantly, until toasted and fragrant, about 3 minutes. Add the sugar, lower the heat to moderate and cook, stirring constantly, until the sugar is melted and beginning to caramelize, about 2 minutes. Stir in the butter and immediately transfer the walnuts to a sheet of wax paper or parchment paper. Let cool completely, then break the clusters into smaller pieces.
4. Make the filling: In a medium bowl, beat the cream cheese, goat cheese and sugar until smooth. Beat in the eggs and vanilla.
5. Preheat the oven to 350°. Brush the tartlet bottoms with half of the preserves. Fill each tartlet with 1/4 cup of the custard and smooth the tops. Set the tartlets on a large baking sheet and bake in the lower third of the oven for about 15 minutes, or until the custard is just set. Transfer the tartlets to a rack and let cool for 30 minutes in their pans. Brush with the remaining melted preserves and sprinkle with the candied walnuts. Serve warm or at room temperature.
Make Ahead: The recipe can be prepared to this point the day before. Let the crusts stand at room temperature; store the candied walnuts in an airtight container; and refrigerate the custard. Let the custard return to room temperature before baking.