• In the bowl of a stand mixer, combine softened butter, egg yolks, powdered sugar, flour, baking soda, and salt. Beat on medium speed for about 4 minutes, or until the mixture forms a coarse, clumpy dough. If mixing by hand, blend the ingredients in a large bowl using your hands until a thick, pliable dough forms with a slightly crumbly texture.
• Scoop out approximately 2 teaspoons of dough and roll it into a small ball. Place the dough ball into the center of your walnut mold and press down with your thumb. Using your fingers, gently spread the dough along the interior, ensuring a very thin, even layer of about 1/5 inch in thickness. Use a small knife or your fingertip to trim off any dough that rises above the mold’s edge.
• If working with a Nordic Ware Autumn Cakelet pan, use about 1 tablespoon of dough per cavity. Press and spread the dough thinly and evenly across the mold, ensuring that no metal peeks through. Trim any overhang carefully with a paring knife.
• Arrange all filled molds on a baking sheet and bake in a preheated 350°F (175°C) oven. Standard walnut molds should bake for about 10–15 minutes or until light golden in color. The Nordic Ware pan requires a shorter bake time—about 8–10 minutes—since its structure conducts heat more quickly.
• Once baked, remove the cookies from the oven. While still warm, gently tap the edge of the molds on a countertop to loosen and release the shells. Allow them to cool completely on a wire rack.
• For the Nordic Ware version, place a wire cooling rack over the pan, flip the mold and rack together in one swift motion, and give the mold a few firm taps to release the cookies. Let them cool thoroughly.

Make the Dulce de Leche

• Pour the contents of a sweetened condensed milk can into a heatproof glass jar with a secure, tight-fitting lid. Line the bottom of a large pot with a few layers of paper towels or a thick kitchen towel. Place the sealed jar inside the pot and fill it with water until the water level is a few inches above the level of the milk in the jar.
• Simmer gently over low to medium heat for 1½ to 2 hours. The milk will slowly transform into a rich, caramel-colored dulce de leche. Once done, carefully remove the jar from the water and let it cool completely to room temperature before opening.

Prepare the Dulce de Leche Buttercream

• Add the softened butter and half of the cooled dulce de leche to the bowl of a stand mixer fitted with a paddle attachment. Beat on medium speed for about 3 minutes, pausing to scrape down the sides of the bowl as needed. Add the remaining dulce de leche and continue to beat for another 3–4 minutes until the filling is fully combined and slightly fluffy.

Assemble the Walnut Cookies

• Fill a zip-top bag with the dulce de leche buttercream and snip off one corner to pipe, or simply use a teaspoon to fill. Spoon or pipe around 2 teaspoons of filling into half of the cooled cookie shells.
• Pair the halves together and gently press to form a complete walnut shape. If any filling seeps out at the edges, clean it up with a small knife or spoon.
• Place the assembled cookies into an airtight container and refrigerate overnight. This resting period helps the cookies soften slightly and meld into a perfect bite with creamy filling and crisp shell.