Chop walnuts very fine.
Cream butter, sugars, vanilla extract and orange peel until light and fluffy.
Beat in eggs until mixture is creamy.
Stir in walnuts.
Combine flour, salt and soda; stir into creamed mixture.
Shape dough into 3 or 4 rolls 1 1/2 to 2 inches in diameter.
Roll each one in heavy-duty aluminum foil; freeze until ready to use.
When ready to bake, use sharp knife and cut dough into thin slices.
Bake on ungreased cookie sheets at 400° for 6 minutes or until lightly browned.
Cool on wire racks.
Store in airtight containers.