Preheat oven to 350°. Put nuts on a rimmed baking sheet and toast until light golden, 10 to 15 minutes. Let cool, then finely chop.
Beat butter, sugar, and zest in a bowl with a mixer until light and fluffy. Mix in egg yolks, stopping once to scrape bowl. Add flour and nuts and beat just until dough comes together and is blended.
Shape dough into a disk about 1/2 in. thick, wrap with plastic, and chill until firm, 30 to 45 minutes. Reduce oven to 300°.
Roll dough on a lightly floured work surface to 1/4 in. Cut into rounds or squares with a fluted 1 1/2-in. cutter and set 1 in. apart on 2 or 3 baking sheets lined with parchment paper. Sprinkle with salt. Gather and reroll scraps, chilling dough if needed.
Bake 2 pans at a time until golden, swapping positions in oven halfway through, 20 to 22 minutes. Let cool on a rack.
Make ahead: Up to 3 days, airtight.