In the hungarian, slovak and polish traditions, they are made at christmas time; You will need flour, butter, yeast, egg yolks, vanilla, sugar, milk and powdered sugar. Are nut horns a good christmas gift? Buttery, flaky dough filled with a warm spiced walnut filling — this old-fashioned nut horn recipe brings true nostalgia to any holiday table. With a few key techniques—proper chilling, toasting the nuts, and rolling while warm—you can create bakery-quality treats right at home. The simple dough uses just three ingredients—butter, cream cheese and flour—and wraps around a sweet, nutty filling for an elegant pastry-like effect. Learn how to make grandmas nut horns, a tasty dessert with walnut filling and sour cream. · nut horns are a rolled cooked thats filled with walnuts and sugar. However, they are delightful all year round! The tender sour cream dough is flaky like a pie crust, and the filling reminds me of the spiced nuts you often smell roasting during the holidays. What is a nut horn sour cream?