Heat the oven. Light the oven and set the heat to Gas Mark 3 (160 degrees C).
Chop the walnuts. Finely chop 2.5oz (75g) walnuts.
Sift the flour. Sieve 14 oz (400g) flour together with ½ teaspoon bicarbonate of soda.
Cream the butter and sugar. Put 7oz (200g) soft butter (you should be able to easily flatten it with a spoon) and 3.5 oz (100g) caster sugar into a mixing bowl. Beat rapidly with a wooden spoon until it becomes lighter in texture and colour. The creamed butter and sugar should have a slightly fluffy texture and white tinge.
Beat in egg and vanilla essence. Add 2 eggs and a few drops of vanilla essence to the creamed butter and sugar. Beat in well.
Mix in flour. Add the sifted flour and bicarbonate of soda mix in stages (about a third at a time) to the egg and butter mix. Use your hands to bring the dough together when adding the last amounts of flour.
Shape and chill. Shape the dough gently into a rough rectangular shape. This will make it easier to roll out later to a rectangle. Wrap the dough up in baking paper, foil or cling film. I generally use baking paper. Place the wrapped up dough in the fridge to chill for at least 1 hour. About 10 minutes before taking the dough out of the fridge beat the egg as detailed in the next step.
Beat 1 egg. In a small bowl beat 1 egg with a small pinch of salt. This egg will be brushed onto the rolled out pastry later. By adding a small pinch of salt, the egg will break down after a few minutes and become more liquid and easy to spread.
Roll out and brush with egg. Roll out the pastry until it is about 32cm long, 20cm wide, 1cm deep. Brush the pastry generously with the well beaten egg. The egg will help to bind the chopped walnuts to the pastry when these are layered on to, so more egg rather than less.
Cover with chopped walnuts. Press the chopped walnuts down gently into the surface of the rolled out pastry using the flat of your hand. Make sure that none of the walnuts are loose.
Sprinkle with sugar. Sprinkle a generous amount of sugar on the walnut covered pastry.
Slice. Cut the pastry in half lengthways, and then in strips about 2cm wide each to make about 32 Walnut Shortbread batons.
Bake. Line a baking tray with baking paper and bake the Walnut Shortbread Cookies for about 10 to 14 minutes.