Lightly grease a cookie sheet; set aside.
2/3 cup butter, softened
1/2 cup granulated sugar
1/8 teaspoon ground nutmeg
2 egg yolks
1 teaspoon vanilla
1-1/2 cups all-purpose flour
2 slightly beaten egg whites
1-1/2 cups finely chopped walnuts
Ground nutmeg for sprinkling
1/4 cup butter, softened
1 cup powdered sugar, sifted
1 teaspoon rum or 1/4 teaspoon rum extract
1 to 2 teaspoons milk
In a large mixing bowl, beat butter with an electric mixer on medium to high speed for 30 seconds. Add granulated sugar and the 1/8 teaspoon nutmeg. Beat until combined, scraping sides of bowl occasionally. Beat in egg yolks and vanilla. Beat in as much of the flour as you can with the mixer. Using a wooden spoon, stir in any remaining flour.
If necessary, cover and chill about 1 hour, or until dough is easy to handle.
Shape dough into 1-inch balls. Roll balls in egg whites, then in chopped walnuts to coat. Place balls about 1 inch apart on prepared cookie sheet. Press your thumb into the center of each ball.
Bake in a 375-degree oven for 10 to 12 minutes, or until edges are lightly browned. Transfer cookies to a wire rack; cool.
To make filling: In a small mixing bowl, beat butter until softened. Add powdered sugar and beat until fluffy. Beat in rum or rum extract and enough milk to make a filling of spreading consistency.
When cookies are cool, pipe or spoon about 1/2 teaspoon filling into the center of each. Sprinkle with additional nutmeg.
Makes about 40 cookies.
Times testing notes: Dont be wimpy about pushing your thumb into the cookie. A shallow depression will disappear in cooking. Also, pipe or spoon filling in just before serving. If you want to make in advance, bake cookies and freeze, then fill later.
Source: Cookies for Christmas by Jennifer D. Darling (Meredith Books, 1999).
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