Prepare pastry: beat butter and cheese in large bowl with mixer until creamy. Beat in sour cream. Stir in flour and salt until firm dough forms. Add more flour if necessary. Form into a ball, wrap in plastic wrap. Chill overnight.
Prepare filling: combine nuts, sugar, cinnamon, egg and orange rind in small bowl.
Divide pastry in half, roll out half on floured surface to an 8 inch square about one-fourth inches thick. Spread half of the filling on pastry. Roll up jelly roll style. Wrap in foil. Chill for at least 1 hour. Repeat it to other half of pastry.
Lightly grease cookie sheets, cut the rolls into one-fourth inch thick slices. Place one-fourth inch apart on cookie sheet, reshape into rounds. Bake 350 degrees F. for 15 minutes or until firm and golden brown.
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