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1. In a large bowl beat butter with an electric mixer on medium to high speed for 30 seconds. Add powdered sugar and salt; beat until combined, scraping sides of bowl occasionally. Beat in egg and vanilla until combined. Beat or stir in flour.
2. Divide dough in half. Add the melted chocolate and milk to half of the dough.* Using your hands, knead dough until well combined.
3. On a lightly floured surface, shape each dough half into a 12-inch-long log. Cut each log into 12 equal pieces.
4. Roll each dough piece into a 12-inch-long rope about 1/2 inch thick. Place a chocolate rope and a vanilla rope side by side; gently twist together 8 to 10 times. Press lightly to seal ends and transfer to a cookie sheet. Repeat with remaining dough. Cover and chill for 2 to 24 hours or until firm.
5. Lightly grease a cookie sheet; set aside.
6. Cut each twisted log into 2-1/2-inch-long pieces. Dip one end of each piece into beaten egg white, then into the chopped nuts. Place cookies about 2 inches apart on the prepared cookie sheet.
7. Bake in a 350 degree F oven for 12 to 15 minutes or until vanilla dough is lightly golden. Transfer cookies to a wire rack; cool. Makes 48 cookies.