has anyone else had this dough come out just a huge pile of crumbles?

Cara, buckwheat flour especially is a large particle, and takes time to fully hydrate. Lori's advice to add water a bit at a time is good. Be aware, though, that as you're mixing it in, the dough may appear to be coming together, but still be crumbly after the rest period because of the quantity of buckwheat flour. So don't hesitate to be a little generous with water. Adding an egg would also help.

I haven't made this specific recipe, but I have one very similar. You have a mixture of crumbles because it needs moisture- as you no doubt suspect. Anytime you work with flours- be it buckwheat, rye, oats or wheat- you can't know for certain how much moisture is actually present in it. You may have to add extra moisture in some way if your kitchen or the flour is particularly dry, or add less if you are in a very humid environment. Butter and cream cheese can also vary slightly in water content- American butter generally contains a bit more than European brands, and of course, cream cheese can vary from company to company. You can salvage your cookie dough by simply mixing in plain water, spoonful at a time until it makes a cohesive dough that you can roll and shape. After chilling again, you could then proceed as direted. The extra added water won't change the flavor profile at all, and baking time should remain fairly the same.