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Place the walnuts into a small food processor or mini food chopper and pulse until very finely ground and set aside until needed.
In a large bowl, whisk the egg whites until lightly foamy.
Add the powdered sugar, ground walnuts and orange zest (if using) and mix until completely combined into a smooth dough.
Use your hands or an ice cream scoop to form small even balls. The mixture should be sticky but fairly firm, and the dough balls should hold their shape when placed on the baking tray. If the dough is very sticky, add extra ground walnuts, and dust your hands in powdered sugar, then form the cookie dough balls.
Place the cookie balls on a baking sheet covered with parchment paper.
Use your thumb or a teaspoon to slowly press an indent into the cookie. Top each cookie with half a walnut or chopped walnuts.
Transfer the cookies to the refrigerator and refrigerate for at least 30 minutes.
Preheat oven to 180°C/360°F and arrange the baking tray onto the middle shelf of the oven.
Transfer the cookies to the oven and bake them for 12 minutes. The cookies should have a slightly crispy surface, and should still feel quite soft when removed from the oven.
Transfer the Italian walnut cookies to a cooling rack and allow them to cool completely, then sprinkle them with powered sugar and serve.