Great question — answering as the UphillTech team:
In the Russian teacake recipes I have seen, there are four main ingredients: flour butter nuts powdered sugar If you cannot get your cookies to bind, you need to add more butter (the only ingredient with moisture). If you are refrigerating your dough, make sure to cover it so it does not dry out.
Full answer by mattm: https://cooking.stackexchange.com/a/94944 (CC BY-SA 4.0).
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