This recipe contains a high ratio of butter, yolks, and sugar. Chilling does two things: Chilling the dough allows the fats time to solidify and regain it's structure. As a result, the cookie dough will be spread too much during baking. Chilling the dough helps to improve flavor. It gives the ingredients time to meld and blend together. (I call it "marinating the dough".) Should you choose not to chill the dough, the cookies may spread too much during baking.