Mix together flour, eggs, cream cheese and butter. Mix until well blended and refrigerate until firm.
To make Filling: Grind walnuts very fine or put finely chopped nuts between pieces of wax paper and roll with rolling pin to mash them. Put mashed nuts in a saucepan with evaporated milk, sugar and vanilla. Boil until mixture becomes thick. Simmer on low heat.
Roll out small pieces of dough in icing sugar. Put a small amount of filling on each piece and roll up; shape each into crescent shape. Bake at 180 degrees C on greased baking trays for about 20 minutes.