Knead a hard dough from the butter, sugar, egg, flour and vanilla. Then using a teaspoon, form acorn-shaped treats a few inches long.
Place them in a pre-buttered tray and bake in a preheated 356°F (180 °C) oven until golden in color.
Once you take them out of the oven, let them cool well. Stick the treats together in pairs using marmalade, dip one end in liquid chocolate and finally in ground walnuts.