Cream together butter, cream cheese, egg yolks, salt and vanilla. Stir in flour, if dough seems too soft add more flour. Cover and refrigerate overnight.
Filling: Beat egg whites until stiff. Slowly add salt & sugar, beating well. Stir in nuts and vanilla. Roll our dough 1/3 at a time on generously floured and sugared surface into 12" squares. Then cut into 3" squares. Place one level teaspoon of filling on each square. Bring opposite corners together overlapping slightly to form a horn. Place on ungreased cookie sheet and bake for 15 minutes.