Preheat your oven to 350°F. Line a baking sheet with parchment paper and set aside.
In a stand mixer with the paddle attachment or in a large bowl using a handheld mixer, cream together the butter, powdered sugar, and vanilla until smooth and creamy.
Add the chopped 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 the prepared baking sheet one inch apart. Bake for 9-10 minutes, then check the bottoms to see if they are lightly browned. You are, in essence, like shortbread, drying these out rather than cooking.
When they come out of the oven, let the cookies cool on the baking for a few minutes until you can touch them safely, then roll in your first layer of icing sugar while they are still warm. When the cookies are much cooler, roll again. Place on a baking rack to cool completely, then transfer to a sealed container.
Notes
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.