Italian Walnut Pillow Cookies

My grandma's famous cookies - miniature nut roll cookies covered in a simple icing.
Course Snack
Cuisine American, Italian
Prep 30 minutes
Cook 15 minutes
Resting time 1 hour 30 minutes
Total 2 hours
Servings 72 cookies
Calories 171 kcal
Author Michelle


For the Dough:

  • 1 cup granulated sugar
  • 1 cup vegetable shortening
  • 1 egg
  • 1 teaspoon vanilla
  • 1 cup milk whole, 2% or 1%
  • cups all-purpose flour
  • 4 teaspoons baking powder
  • ½ teaspoon salt

For the Filling:

  • lbs. walnuts very finely chopped or ground in a food processor
  • ½ cup unsalted butter melted
  • cups granulated sugar
  • 4 egg whites lightly beaten

For the Icing:

  • 2 cups powdered sugar
  • 1 teaspoon vanilla
  • 4 tablespoons milk
US Customary - Metric


  1. 1. Preheat the oven to 350°. Line two cookie sheets with parchment paper.
  2. Make the Dough: In a medium bowl, whisk together the flour, baking powder and salt.
  3. Using an electric mixer on medium speed, cream together the sugar and shortening. Add the egg and vanilla and combine well. Add in the remaining ingredients, alternating between the flour mixture and milk, starting and ending with the flour mixture and making sure all of the ingredients are well incorporated. (The dough will be soft.) Divide the dough into four even pieces, wrap each in plastic wrap, and refrigerate for at least 1 hour.
  4. Make the Filling: In a large bowl, stir together the chopped nuts and the sugar. Add the melted butter and stir until evenly moistened. Add the egg whites and mix well until completely combined.
  5. Assemble the Cookies: On a well-floured surface, roll out a piece of dough into a rectangle measuring about 6 inches by 18 inches. Using an offset spatula, spread one-quarter of the nut filling onto the dough, leaving a small border around the perimeter of the dough. Roll up as you would a jelly roll, with the short ends to the left and right of you, and seal the ends. Cut the roll into 1-inch pieces and place on the prepared baking sheet cut-side-up. Repeat with the remaining pieces of dough and filling (you should be able to fit all of the cookies on two baking sheets.) Bake until the cookies are a light golden brown, about 30 minutes. Transfer the cookies to a wire rack and cool completely.
  6. Ice the Cookies: Once the cookies are cooled, whisk together the powdered sugar, vanilla and milk in a small bowl. Dip the tops of the cookies into the icing and let any excess drip off. Allow the icing to set completely before storing. The cookies can be stored in an airtight container at room temperature for up to 2 weeks. These cookies also freeze incredibly well.

Recipe Notes

Nutritional values are based on one cookie

Nutrition Facts
Italian Walnut Pillow Cookies
Amount Per Serving
Calories 171 Calories from Fat 90
% Daily Value*
Fat 10g15%
Saturated Fat 2g13%
Cholesterol 6mg2%
Sodium 22mg1%
Potassium 81mg2%
Carbohydrates 17g6%
Sugar 10g11%
Protein 2g4%
Vitamin A 50IU1%
Vitamin C 0.1mg0%
Calcium 26mg3%
Iron 0.7mg4%
* Percent Daily Values are based on a 2000 calorie diet.