Place the butter in a small saucepan over moderate heat to melt it. Set aside.
In the large bowl of an electric mixer beat the egg yolk, salt, cream, and grated lemon rind to mix. Add the melted butter (which may still be warm or even hot) and the flour and beat to mix, scraping the bowl as necessary with a rubber spatula.
The mixture will appear uneven (it will look curdled). Just place the bowl in the refrigerator for about 10 min and stir to mix once or twice. Now it will become smooth.
Place four pieces of plastic wrap or wax paper on a work surface and place 1/4 of the dough on each piece. Bring up the sides of each piece of plastic wrap or wax paper and form balls of the dough, then flatten them slightly. Wrap the balls of dough and refrigerate overnight. Or, to save time, place them in the freezer for about half an hour, then in the refrigerator for about an hour.
The walnuts should be cut into small pieces. If you do it in a processor or on a board with a knife, some pieces will be rather coarse and some will be powdery. In order to get the pieces close in size, I cut them one at a time. (However you do it , it will be fine). Set aside.
In a small bowl mix the sugar, cinnamon, cocoa, nutmeg and ginger. Set aside. (Do not mix the nuts into the sugar mixture).
When you are ready to shape and bake these, adjust an oven rack to the center of the oven and preheat oven to 350º.
Line a cookie sheet with parchment paper or aluminum foil, shiny side up.
Flour a pastry cloth and a rolling pin.
Place one ball of the dough on the cloth and with the rolling pin pound it firmly to soften it a bit. Roll out the dough (turning it over occasionally) to a 12 in. circle.
Sprinkle with 1/4 (about 3 tbsp) of the sugar mixture. Then sprinkle with 1/4 (a generous 1/2 C) of the walnuts, keeping the nuts away from the center of the circle. (Leave about 6 empty inches in the middle. Any nuts in the middle would fall out when you roll up the dough).
With a rolling pin, roll over the filling to press the ingredients slightly into the dough.
To cut the circle into 16 wedges, you can use a long-bladed knife or a pastry wheel that cuts in a small zigzag pattern.
Roll each wedge jell-roll fashion, rolling from the outside toward the point. Place the little rolls, points down, 1 in. apart on the lined cookie sheet.
If you are going to bake more than one circle of dough right now (the others can wait if you wish), clean and re-flour the pastry cloth after preparing each circle.
1 egg white
In a small bowl beat the egg white just until foamy but not stiff. With a pastry brush, brush it over the tops of the horns.
Sprinkle with sugar.
Bake one sheet at a time for about 25 min, until lightly browned, reversing the sheet front to back once during baking to insure even browning.
Remove from the oven and with a wide metal spatula transfer the horns to a rack to cool. When cool, store in an airtight container.