Position a rack in the lower third of the oven and preheat to 350 degrees F.
Spread the nuts out on a baking sheet and bake until lightly toasted, about 8 minutes. Cool completely.
Butter a 9 by 12 1/2-inch baking sheet pan, then cover bottom with parchment paper.
Pulse the walnuts with the sugar, in a food processor until fine and powdery, about 2 minutes. Add the flour, spices, and salt, pulsing until evenly combined. Add the butter, yolks, and brandy and pulse until the mixture starts to come together. Stop mixing and pull the dough together by hand, press and roll into a thick log about 8 inches long.
Cut the log crosswise into 12 equal pieces. (If the dough is very sticky, refrigerate it until easier to work with, about 30 minutes.) Lay 8 pieces of the dough on the bottom of the pan. Press and spread the pieces together with your fingertips to cover the pan evenly.
Stir the cherry jam, lemon zest and juice together in a bowl. Spread the mixture evenly over the surface of the dough with the back of a spoon.
Roll the remaining dough out on a well-floured surface about 1/8-inch thick. Use a small decorative cutter, such as a leaf, tree, or star, to cut the dough into 24 pieces. Evenly place the pieces on top of the filling in 6 rows of 4. Alternatively cut the dough into long strips with a pizza wheel or knife, and place them on the filling in a lattice pattern; or cut the dough into ovals and lay them on the filling in a decorative pattern. Brush decorative layer of dough with egg white.
Bake the squares until golden brown, about 40 to 45 minutes.
Cool completely in the pan on a rack. Cut with a serrated knife into 2-inch squares.
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From Food Network Kitchens