In a mixer, combine all the ingredients and knead until the dough comes together. Add a little flour if needed. Rest the dough in the refrigerator for 15 minutes. Take portions of the dough and form small walnut-sized balls. Place them on a baking tray with some space between each.
Gently press down on each cookie using the soft part of your palm. Brush the cookies with egg yolk. Place a walnut half on top of each cookie. Preheat your oven to 170°C (340°F) and bake for 15 minutes. Enjoy your delicious Ayvalık Lor Cheese Cookies!