Combine the butter and sour cream in a bowl and mix until smooth.
Add the flour and mix until combined then transfer the dough on a floured working surface and knead it a few times.
Wrap the dough in plastic wrap and refrigerate at least 1 hour.
Filling:
Mix the walnuts with jam until a paste is obtained, adding more jam if needed. Place aside.
Unwrap the dough and place it on your floured working surface.
Cut the dough in 2 equal pieces then roll each piece into a thin sheet (3-4mm thickness)
Cut the sheet into 2-inch strips then cut each strip into triangles.
Spoon a very small amount of walnut filling on the wider end of one triangle and carefully wrap it into a roll. Repeat the same process with Turkish delight.
Place all the rolls into a baking tray lined with parchment paper.
Bake in the preheated oven at 350F - 175C just until the bottom begins to turn golden brown. It's a matter of checking to be fair and remove them from the oven right on time.
Sift the powdered sugar into a bowl. When the cookies are done, remove the pan from the pan and while still hot, transfer the cookies into the bowl of powdered sugar. Roll them through sugar to evenly coat them.
Notes
The whole idea of these cookies is to be able to eat them from one bite so keep that in mind when cutting the strips of dough and the triangles.