To make the dough: In a medium bowl, using a hand-held electric mixer set at high speed, beat the butter until creamy, about 1 minute. Add the sugar and beat until light in color and texture, about 2 minutes. Beat in the egg and vanilla. Sift the flour with the salt and baking soda. Gradually add the flour mixture to the butter mixture, beating well after each addition. Scrape the dough onto a large piece of plastic wrap and wrap tightly. Refrigerate until the dough is firm enough to roll out, at least 6 hours, or preferably overnight. To make the filling: Combine the apple butter, lemon juice, lemon zest, and walnuts and mix well. Preheat the oven to 375 degrees. Divide the dough into 4 portions. On a lightly floured work surface, roll out one portion of dough to 0 cm thickness. (If the dough crumbles, work in your hands until malleable.) Using a 8 cm round cookie cutter, cut out rounds of the dough. Gather up the scraps to work into the remaining dough. Repeat the process until all the dough has been used. Place a rounded teaspoon of the filling in the center of half of the rounds. Brush the edges of the rounds lightly with water. Place the remaining rounds on top of the filled cookies. Using a fork, press the edges sealed. Don't worry if cracks appear in the surface. Transfer the cookies to ungreased baking sheets. Bake until lightly browned, dozen to 15 minutes. Transfer to wire racks and cool completely. Sprinkle with confectioners' sugar before serving. Makes about 20 large cookies.