Preheat your oven to 350°F (175°C). Spread the finely chopped pecans on a baking sheet in an even layer. Toast for 6–8 minutes, stirring once, until fragrant and lightly browned. Remove from the oven and let cool completely before adding them to the dough.

In a large mixing bowl, beat the softened butter with 1/2 cup sifted powdered sugar using a hand mixer or stand mixer on medium speed for 2–3 minutes, until light, fluffy, and slightly paler in color.

Beat in the vanilla extract and fine sea salt until evenly combined, scraping down the sides of the bowl as needed.

With the mixer on low, add the all-purpose flour in 2–3 additions, mixing just until combined. The dough will look crumbly at first, then start to clump together. When you pinch a bit between your fingers, it should hold together without cracking apart.

Add the cooled, finely chopped pecans to the bowl and fold them in with a spatula or mix on low just until evenly dispersed throughout the dough.

Cover the bowl tightly with plastic wrap and refrigerate the dough for 30–45 minutes, or until firm enough to roll easily. Chilling helps the cookies hold their round snowball shape and keeps them from spreading.

Preheat the oven to 350°F (175°C) if it has cooled. Line two baking sheets with parchment paper or silicone baking mats to prevent sticking and ensure gentle browning on the bottoms.

Scoop about 1 tablespoon of dough (a small cookie scoop works well) and roll it gently between your palms into a smooth ball about 1 inch in diameter. Place on the prepared baking sheets, spacing the balls about 1 1/2 inches apart. If the dough becomes too soft or sticky, return it to the refrigerator for 10–15 minutes.

Bake the cookie balls at 350°F (175°C) for 12–15 minutes, or until the bottoms are lightly golden and the tops look set and dry but still pale. Rotate the pans halfway through baking if your oven browns unevenly.

Let the cookies cool on the baking sheet for about 5 minutes; they will be very fragile when just out of the oven. Place 1 cup of sifted powdered sugar in a shallow bowl. While the cookies are still warm (not hot), gently roll each one in the powdered sugar until coated, then place on a cooling rack to cool completely.

Once the cookies have cooled completely, roll them a second time in fresh powdered sugar to create a thick, even snowy coating. Add more powdered sugar to the bowl as needed if it becomes clumpy.

Arrange the finished Mexican wedding cookies on a platter, in a cookie tin, or on a holiday cookie tray. Store completely cooled cookies in an airtight container at room temperature for up to 1 week, layering with parchment paper. Re-roll lightly in powdered sugar before serving if the coating looks patchy.