In a large bowl, cream together the butter and sugars until light and fluffy. Beat in eggs one at a time, then stir in the vanilla.
Combine the flour, baking soda, baking powder and salt; stir into the creamed mixture.
Stir in the walnuts. Divide dough in half and shape into two balls. Roll each ball into a 4 inch circle on a lightly floured surface.
In a small bowl, combine peanut butter and confectioners' sugar. Spread half the mixture on one of the circles of dough. Top with the remaining circle of dough.
Cut into 12 wedges, but do not separate. Bake for 12 to 15 minutes in the preheated oven, or until golden.
Allow to cool, then carefully separate into wedges.
Interesting Facts
Filled cookies are a popular traditional cookie in many countries around the world.
These cookies can be frozen and enjoyed later.
You can get creative with the filling and add different ingredients such as nuts, chocolate chips, or dried fruit.