Whisk the sugar and egg until fluffy, add the butter and stir until you get a smooth mixture. Sift both types of flour and add them to the mixture, as well as ground walnuts.
Make the dough with your hand. Place the mixture in the refrigerator for about 30 minutes. Use your fingers to tear off pieces of dough and shape them into rolls.
Place the rolls on a baking sheet covered with baking paper and bake in a preheated oven at 190 degrees for about 10 minutes. Roll the warm rolls into the icing sugar to which you added one sachet of vanilla sugar.