In a food processor, add the white sugar and zest and pulse until combined. In a 10-inch skillet over medium heat, toast the walnuts, stirring, until lightly browned and fragrant, 3 to 5 minutes. Transfer to the food processor.

Wipe the skillet clean, then add the semolina and toast, stirring, until beginning to brown, 2 to 3 minutes. Reduce heat to medium-low and toast, stirring constantly, until speckled, golden brown and fragrant, another 2 to 3 minutes. Off the heat, stir in the cinnamon, then transfer to a plate and cool to room temperature.

In a small bowl, use a fork to beat the yolks and vanilla. Add the salt to the walnuts and sugar, then process until coarsely ground, about 10 seconds. Add the flour and the semolina mixture, then process until combined, about 5 seconds.

Add the butter and pulse until the mixture resembles damp sand, 10 to 12 pulses. Drizzle in the yolk mixture and pulse until large clumps gather around the blade. Transfer the dough to the counter and knead briefly, then wrap in plastic wrap and refrigerate for at least 1 hour and up to 2 days.

Heat the oven to 325°F with a rack in the middle position. Line 2 baking sheets with kitchen parchment. Roll the dough into 24 balls (1 tablespoon each) and arrange evenly on the baking sheets. Press the balls gently into discs measuring about ½ inch thick.

Bake each sheet of cookies on the middle rack until well browned, 23 to 28 minutes, rotating halfway through. Let the cookies cool on the sheet for 10 minutes, then transfer to a wire rack and cool completely. Just before serving, gently drop each cookie into powdered sugar to coat.