Preheat the oven to 350 degrees. Gather all the ingredients and use a rolling pin to grind the walnut halves into smaller chunks on a clean surface.
In a large mixing bowl, mix sugar and lard until the mixture reaches a light and fluffy consistency.
Gradually add baking powder, cornstarch, and baking soda until well combined.
Gently add cake flour and eggs into the mixture until a smooth cookie dough forms.
Fold the walnut chunks into the cookie dough mixture and mix well. Arrange the cookie dough balls on a parchment paper-lined baking sheet.
Roll the dough into round balls and flatten each dough ball slightly with your fingertips or the back of a spoon.
Give each cookie a gentle egg wash, then sprinkle some roasted sesame seeds with a spoon. (You can also press a piece of walnut half into the center of each cookie, adding it as a decorative touch.)
Bake for 25-30 minutes in a preheated oven. Transfer the cookies to a wire rack to cool completely before serving. Enjoy!