Cream the butter and sugar in the bowl of an electric mixer fitted
with a paddle on medium speed, scraping down the sides of the bowl as
necessary. Cream the mixture until it is smooth and fluffy. Add the
yolks one at a time, mixing in between each addition. Scrape down the
sides of the bowl. Beat for 1 minute and add the vanilla. Combine the
flour, pecans, coconut, nutmeg and salt in a mixing bowl. Add to the
butter mixture and mix on low speed until it is fully incorporated.
Increase the speed to medium and mix until the batter is thick and
creamy, about 2 minutes. Scrape down the sides of the bowl and the
paddle. Generously dust a large sheet of parchment or waxed paper
with flour. Spoon the dough down in the center of the paper, fold the
paper tightly over the dough, and roll into a cylinder about 3 inches
in diameter and 12 to 14 inches long. Refrigerate for 8 hours.
Preheat the oven to 350 degrees. Line a baking sheet with parchment
or waxed paper. Remove the dough from the refrigerator and peel away
the paper. Using a sharp knife, cut the dough crosswise into 1/2-inch
thick slices. Place them on the pan, about 2 inches apart. Bake until
lightly golden, about 15 to 20 minutes. Remove the cookies from the
oven and let cool completely in the pan. Remove the cookies from the
pan using a spatula or thin knife. Repeat the process until all of
the dough is used. This recipe yields 2 1/2 dozen cookies.