Beat the 2/3 cup butter in a mixing bowl with an electric mixer on medium to high speed for 30 seconds. Add granulated sugar and the 1/8 teaspoon nutmeg; beat until combined. Beat in egg yolks and vanilla. Beat in as much flour as you can. Stir in any remaining flour with a wooden spoon. If necessary, cover and chill dough about 1 hour or until easy to handle.

Shape into 1-inch balls. Roll balls in egg whites, then in chopped walnuts. Place 1 inch apart on lightly greased cookie sheets. Press centers with your thumb. Bake in a 375 degrees F oven for 10 to 12 minutes or until edges are lightly browned. Cool on wire racks.

For filling, beat the 1/4 cup butter until softened. Add powdered sugar and beat until fluffy. Beat in rum or rum extract and enough milk to make of spreading consistency. Spoon or pipe about 1/2 teaspoon filling into center of each cookie. Sprinkle with nutmeg. Makes about 40.

Bake and cool cookies but do not fill. In an airtight or freezer container arrange cookies in a single layer; cover with a sheet of waxed paper. Repeat layers, leaving enough air space to close container easily. Freeze up to 1 month.To serve, thaw cookies. Prepare filling and spoon or pipe into center of each cookie. Sprinkle with nutmeg.