In large bowl, combine flour, salt, and butter until coarse crumbs form. Stir in sour cream and egg yolk until dough comes together--you may want to use your hands. Form into a fat disc shape, wrap in waxed paper and refrigerate 2-3 hours.
To form cookies, remove dough from fridge and let it warm up for 5-10 minutes while you make the filling.
In food processor, combine sugar, cinnamon and walnuts. Pulse the mixture until the nuts have practically become almost as small as the sugar granules.
Next, cut the dough into 4 equal pieces. Flour your board liberally and roll out one piece of dough into a circle that is 12-14 inches across and 1/8 inch thick. You want the circle to be pretty even, but it doesn't doesn't have to be perfect.
Sprinkle on 1/4th of the sugar walnut mixture over entire circle. Using a sharp knife, cut dough into 12 even triangular pieces (just like you're cutting a pie). Roll up each triangle tightly, starting at the wide end to form crescent shapes. Place onto an ungreased cookie sheet. Continue this process with remaining dough and filling.
Bake Butter Horns at 300 degrees for 25-30 minutes. I cooked mine for 32 minutes. When you take them out of the oven, they shouldn't be shiny and the dough should be pretty much dry to the touch. At 25 minutes, I could still see a little butter in the dough that was making the dough moist still, so after a few minutes more in the oven, that went away and they looked cooked. As a reminder, if you are using a non-stick darker cookie sheet, these are going to cook faster. You want the bottoms of the cookies to be light brown, not dark brown! So be careful.
After 5 minutes on the baking sheet, remove to a cooking rack.
Dust all the Butter Horns with powdered sugar and enjoy!
I decided to give some away and pack them in these cute little glassine bags! Adorable!