Preheat the oven to 325 and line two baking sheets with parchment paper.
Put the walnuts in a food processor and pulse until ground. Add the coconut flour, erythritol, nutmeg and vanilla extract and process until fully combined.
Cut the butter up into small chunks and add it to the processor. Pulse until you achieve a soft dough.
Using a cookie scooper, scoop out 16 balls onto the parchment paper and flatten them with your hands.
Bake for 13 minutes. Once you have removed them from the oven sprinkle with additional nutmeg if desired and allow to cool for at least 20 minutes or they will fall apart. Enjoy!