Mix together flour, baking powder and baking soda.
In a separate bowl, cream margarine and sugar. Add eggs, one at a time. Add vanilla and lemon rind. Add flour, baking powder and baking soda mixture gradually. Mix well. Add nuts.
Chill in small covered dish overnight.
Preheat oven to 325° F.
Cut chilled dough into 4 strips and make 4 rolls.
Bake for 25 minutes.
Slice rolls while hot.
Bake again on sides for 10 minutes.