Mix together sugar, walnuts and cinnamon and set aside. In another bowl, cream butter and cream cheese together. Add flour gradually. If dough is too soft, add a little more flour. Chill dough if you want to. Roll dough out to 1/2 inch thick and spread the beaten egg all over the dough. Then use cinnamon mixture to cover dough. Cut into 1 1/2 inch strips and twist. Bake on a cookie sheet at 400 degrees for 8 - 10 minutes.
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