Beat the egg whites into snow in a bowl, place it in a shallow pan, pour in 2 finger widths of water. Grind the walnuts together with 2 tablespoons sugar.
Add the egg whites with the remaining sugar and stir everything. Heat the water and beat the mixture with a mixer. Add the vanilla and beat once again. Once the mixture is cooled, form pellets or biscuits with wet hands, and place an almond in the middle of each.
Arrange the walnut cookies in a buttered baking dish and bake at 356°F (180°C) until they turn pink.