Special equipment: a football-shaped cookie cutter and a piping bag fitted with a narrow, round tip
In a medium bowl, whisk together the flour, walnuts, cinnamon, allspice and salt. Set aside.
Using a hand mixer, beat the butter and brown sugar together in a large bowl on medium- high speed, scrapping down the sides with a rubber spatula as needed, until light and fluffy, about 3 minutes. Add the vanilla extract and egg and beat an additional minute.
Reduce the speed to low and add the flour in 3 batches, beating until the flour is just combined. Place the dough on a large piece of plastic wrap and pat it into a round disk. Refrigerate the dough for at least 2 hours and up to overnight.
Preheat the oven to 350 degrees F. Line a rimmed baking sheet with parchment paper.
Dust the counter and dough with flour and roll the chilled dough to 1/4 inch thick. Using a football-shaped cookie cutter, cut the dough into footballs and place on the prepared baking sheet, leaving about 1 inch between each cookie. Bake until firm to the touch and starting to get a whisper of golden brown around the edges, about 20 minutes. Allow the cookies to cool for 5 minutes on the baking sheet and then remove to a wire rack to cool completely.
Meanwhile, in a medium bowl, whisk together the confectioners' sugar, orange liqueur and orange zest. Spoon the mixture into a piping bag fitted with a narrow, round tip. When the cookies are completely cool, pipe lacing on the footballs. Allow them to set up completely before serving. Store in an airtight container to prevent drying out.