In a stand mixer bowl, combine 1 1/2 cups flour, sugar, salt and yeast; set aside. Heat water, sour cream and butter to 120-130°F (butter does not need to melt). Add to flour mixture; blend on low speed using a paddle attachment. Add egg yolks; beat 2 to 3 minutes on medium speed.
Switch to dough hook attachment. Gradually stir in enough remaining flour to make a firm dough. Knead until smooth and elastic, about 5 to 8 minutes.(NOTE: For hand mixing: following above steps, mix ingredients in large mixing bowl using a wooden spoon or dough whisk. Knead on floured surface until smooth and elastic.)
Transfer dough to a greased bowl; cover with plastic wrap. Chill dough 4 to 24 hours. This is a rich dough and will rise very little. Since this recipe makes 64 butterhorns, half of dough could be made after 4 hours; the rest later. If you are only making 1/2 of recipe, prepare half of filling.
Prepare filling: Beat egg whites to soft peak stage. Gradually beat in sugar and vanilla. Beat again until stiff. Gently fold in finely chopped nuts.
Preheat oven to 375°F.
Divide dough into 8 equal parts. Roll out one at a time on work surface sprinkled with confectioners’ sugar. (Cover and refrigerate the rest.) Shape dough into a ball, then roll from center in all directions to an 8-inch circle. Add more confectioners’ sugar to board for easy rolling. Dough can be patched by pressing with fingers and rolling to smooth. Cover circle with a thin layer of Filling. Using a sharp knife or pizza cutter, cut into 8 wedges. Roll up, beginning at rounded outside edge. Place on ungreased pan.
Bake immediately for 15 to 20 minutes. Remove from pan, cool on rack. If desired, dust with in confectioners’ sugar before serving.