Mix and whisk the powdered sugar, egg yolks and salt in a medium-sized bowl.
Stir the baking soda and distilled white vinegar in a small bowl.
Add the baking soda mixture, butter, and mayo to the egg yolk mixture. Whisk on low (approx. 1 minute).
Sift and mix in the flour. The dough should be sticky.
Wrap the dough in food wrap and roll it to approx. 1 ½″ thick.
Refrigerate for 2 hours or until hard.
Preheat the oven to 375 °F.
Break off balls of about 1/2”-3/4” and place into a walnut mold.
Press each ball with a thumb and use your index finger to press the dough around the mold. Take off any excess dough. Do not press the mold cover over the dough; close it gently.
Bake for 30 minutes.
Refrigerate the remaining dough.
Once baked, remove the cookies immediately. Use a sharp knife to scrap them off if needed. The cookies crumble easily, so be careful.
Before preparing the next batch for the oven, let the mold cool a bitbut not completely.