Found this recipe using the seach here.
Walnut Horn Cookies-Country Woman
At our house, it wouldn't be Christmas without these Pennsylvania Dutch cookies that are known locally as "kiffels". We have two children, 16 and 9. -Sharon Allen, Allentown, Pennsylvania
Ingredients:
1 pound butter, softened
2 packages (one 8 ounces, one 3 ounces) cream cheese, softened
4 egg yolks
4-1/4 cups all-purpose flour
FILLING:
4 cups ground walnuts (about 1 pound)
5-3/4 cups confectioners' sugar, divided
4 egg whites
1/2 teaspoon vanilla extract
1/2 teaspoon almond extract
Directions:
In a large mixing bowl, combine butter, cream cheese, egg yolks and flour; beat until smooth. Shape into 1-in. balls; place in a container with waxed paper separating each layer. Cover and refrigerate overnight.
For filling, combine walnuts and 3-3/4 cups sugar (the mixture will be dry). In a small mixing bowl, beat egg whites until soft peaks form; fold into nut mixture. Add extracts and a few drops of water if necessary until filling reaches a spreading consistency. Place remaining sugar in a bowl; roll cream cheese balls in sugar until completely covered.
Place a few balls at a time between two sheets of waxed paper. Roll balls into 2-1/2-in. circles. Gently spread about 2 teaspoons of filling over each. Roll up; place seam side down on ungreased baking sheets. Curve the ends slightly. Bake at 350° for 20 minutes or until lightly browned. Cool on wire racks.
Yield: about 8 dozen.