Whip the butter until it is light. Whip in the sugar and egg yolks and blend well. Gradually add in the flour until it is smooth and soft. Add more flour if needed.
Preheat oven to 375 degrees F.
In a bowl cream together the feta, mascarpone, and eggs. Add the walnuts, orange zest, mint, and butter and blend well. Set aside.
Roll out dough on a floured board and cut dough into 3-inch rounds. Take 1 tablespoon of the mixture and place it in the center of the circle. Moisten the edges and fold over into a half moon. Seal well. Transfer to a baking sheet lined with parchment paper.
Bake until golden brown, about 20 minutes. When cool, sprinkle with powdered sugar and serve.