Combine butter and cream cheese in a large bowl until well blended. Mix in flour, 1 cup at a time. Knead dough until no longer sticky and continue kneading for 5 minutes.

Preheat the oven to 350°F (175°C).

Pulse walnuts in a food processor to a fine consistency. Mix with honey and egg to create filling.

Roll out the dough to 1/4-inch thick on a floured surface. Cut into 3x3-inch squares and add 1 tsp of filling in the center of each square. Roll into desired shapes and seal edges. Brush with egg white.