Sift the flour into a large bowl. Add the diced butter and rub it in with your fingertips until the mixture resembles coarse crumbs. Lightly stir in the yogurt and mix until the dough just begins to come together. It should feel crumbly.
Do not knead, just gather all the crumbs from the side of the bowl into a ball, pressing them together with your hands. Cover and chill in the refrigerator for 30 minutes. Meanwhile, make the filling.
Put the apples, lemon juice, and sugar into a small pan and cook over low heat, stirring constantly, until all the liquid has evaporated. Remove from the heat and stir in the spices and walnuts.
Preheat the oven to 350°F (180°C) and grease 1 or 2 large cookie sheets (baking trays) with butter. Divide the dough into 30 pieces. Roll each piece into a ball, then press your thumb into the ball to form a large hollow. Spoon the filling into the hollows and press the dough over it to seal. Pat them down very gently. Put the balls, seam side down, on the prepared cookie sheets and bake for about 35 minutes, or until lightly golden.
Remove from the oven and sift a little confectioners' sugar and cinnamon on top, then let cool. They can be kept for 2 to 3 days at room temperature and for several months in the freezer.