Cream together the icing sugar, butter and vanilla until smooth and creamy.
Add the nuts to the butter mixture and combine thoroughly.
Add in the flour and mix until combined.
Shape the dough into a ball and refrigerate at least an hour. The secret to snowballs is to use extremely hard dough, cold from the fridge.
Shape them into 1 inch balls, place them on a parchment lined baking sheet and bake for 9-10 minutes, then check the bottoms to see if they are browned. You are, in essence, like shortbread, drying these out rather than cooking. There is nothing to cook, they are butter, sugar, vanilla and nuts. You do not want to overbake these.
When they come out, let them rest a minute, then roll in your first layer of icing sugar. When they are cooler and have that first layer on, roll again. Place on a baking rack to cool completely, then transfer to a sealed container.
These cookies freeze wonderfully and are perfect for making ahead of time for the holidays! Simply place them in a freezer safe container and freezer for up to 3 months.