Prepare Pastry: Beat butter and cream cheese in a large bowl with an electric mixer until creamy. Beat in sour cream. Stir in flour and salt until firm dough forms. Add more flour if necessary. Divide dough in half. Flatten each half into a 10 cm square. Wrap in plastic wrap and refrigerate overnight. When dough is ready, prepare filling: Combine nuts, sugar, cinnamon, egg and orange rind in a small bowl. Roll out half of pastry on a floured surface to a 23 cm square about 1 cm thick. Spread 0.75 cup of the filling evenly over pastry. Roll up jelly-roll style. Wrap in foil. Refrigerate for at least 3 hours. Repeat with remaining pastry and filling. Preheat oven to moderate 180ºC Lightly grease 2 large cookie sheets. Cut rolls with a serrated knife into 1 cm thick slices. Place 1 cm apart on cookie sheets. Reshape into rounds, if necessary.

Bake in a preheated moderate oven 180ºC for 15-20 minutes or until firm and golden brown. Cool on cookie sheets 10 minutes. Remove cookies to wire racks to cool completely.