In a large mixing bowl, cream together the softened butter and granulated sugar until light and fluffy, about 2-3 minutes. Add the eggs one at a time, mixing well after each addition. Stir in the vanilla extract.

In a separate bowl, whisk together the flour, baking powder, and salt. Gradually add the dry ingredients to the butter mixture, mixing just until a soft dough forms. Divide the dough in half, shape it into discs, and wrap each in plastic wrap. Chill in the refrigerator for at least 1 hour.

In a medium bowl, combine the finely ground walnuts, granulated sugar, powdered sugar, cinnamon, and nutmeg. Stir until well blended.

Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper. On a lightly floured surface, roll out one disc of dough into a rectangle, about ¼-inch thick. Trim the edges for a clean shape.

Sprinkle half of the walnut filling mixture evenly over the rolled-out dough. Gently press the filling into the dough with a rolling pin to help it stick.

Starting from one long side, carefully roll the dough into a tight log, similar to a jelly roll. Using a sharp knife, cut the log into ½-inch slices and place them on the prepared baking sheet, spacing them about 1 inch apart.

Bake the cookies in the preheated oven for 12-15 minutes, or until the edges are lightly golden. Remove from the oven and allow the cookies to cool on the baking sheet for a few minutes before transferring them to a wire rack to cool completely.

Repeat the rolling, filling, and baking process with the second disc of dough.