In food processor combine all ingredients for crust (walnuts, flour, brown sugar and melted butter)
Pulse until well combined.
Press about 1 tsp into the bottom of each shot glass.
In stand mixer, beat cream cheese.
Slowly add confectioners sugar, scraping down sides of bowl as needed.
Add 1 cup Cool Whip, mixing until all ingredients are well combined
Transfer filling to quart-sized ziploc bag and cut a 1" hole in the corner of the bag.
Evenly distribute filling among shot glasses, piping on top of crust
In large bowl, combine instant pudding mix and milk, whisking for about 3 minutes (until mixture thickens).
Pour pudding mix into gallon-sized ziploc bag and cut 1" hole in the corner of the bag.
Evenly distribute pudding among shot glass, piping on top of first layer.
Transfer remaining Cool Whip to quart-sized ziploc bag and cut 1" hole in one corner of the bag.
Pipe Cool Whip on top of pudding layer.
Sprinkle with additional nuts if desired.