With a hand mixer, beat egg whites until stiff peaks form.
Slowly add icing sugar, almond and walnuts, one tablespoon at a time and mix with a spatula until smooth.
Add vanilla and rum or almond extract.
Drop batter with a tablespoon onto a baking sheet lined with parchment paper, leaving about 2 inches in between cookies. Alternatively you can use a pastry bag fitted with a 1/2" plain tip.
Dust with some icing sugar (optional)
Bake for about 15-20 minutes or until cookies are golden brown.