I found this recipe 12 years ago in a magazine. I'm making my "post holiday" cookies now and I couldn't find where I put my recipe! Thanks, Loveleesmile, for posting it here! Now I'll always have it. These cookies are fantastic. I find the bottoms to be a little too soft for gifting so I cut the Rollo candies in half. Then I form the dough around just half of a Rollo. I also skip the walnuts and I don't roll the tops of the cookie dough balls in sugar before baking. These cookies are delish enough. They don't need the walnuts or the extra sugar.