In Spain and Latin America polvorones are cookies for celebrations. Marcela Valladolid uses walnuts instead of the more traditional pecans but keeps the crumbly quality that characterizes these universally popular cookies.
Cool the cookies for 5 minutes on the baking sheet. Toss the warm cookies in the confectioners' sugar. Transfer the sugarcoated cookies to a rack to cool completely. (The cookies can be prepared 2 days ahead. Store them in an airtight container at room temperature.) Sift more confectioners' sugar over the cookies before serving or toss in sugar a second time.