Whisk flour, salt, cinnamon, and ginger in a medium bowl. Beat butter, cream cheese, and sugars with a mixer on medium speed until fluffy, about 2 minutes. Beat in yolk and walnut liqueur, then add flour mixture, beating until just combined. Form dough into a 1-inch-thick disk, wrap in plastic, and refrigerate for 1 hour.
Using a dry pastry brush, generously dust a walnut springerle mold with confectioners' sugar. Cut a piece of dough about the size of the mold (available from
House on the Hill). Press dough into mold with fingers, working from center. Gently coax dough out of mold with fingertips and onto a baking sheet, and trim edges with a knife. Repeat, spacing cookies 1 inch apart on sheets and cleaning mold often. Freeze for 1 hour.
Preheat oven to 325 degrees. Bake cookies until set, 25 to 30 minutes. Let cool on sheets on wire racks. Pipe or spread 1 teaspoon chocolate-walnut filling on flat side of 1 cookie. Press flat side of another cookie onto filling to sandwich. Repeat with remaining cookies and filling.