Preheat oven to 350 degrees and line a cookie sheet or baking stone with parchment paper, if desired.
Add the pecans (or other nuts) to a food processor or nut chopper. Pulse a few times (or process) to chop them finely.
Add the remaining cookie ingredients (excluding the topping) to the food processor, then pulse until a moldable dough forms. Alternatively, you can use a hand or stand mixer, or even mix the dough by hand (though it will of course take more time that way!)
Roll the dough into approximately 16 balls and place them in a shallow container.
Freeze the balls for about 1 hour to prevent them from flattening when baking.
Place frozen balls on a cookie sheet and place in preheated oven.
Bake for 10-15 minutes until lightly browned.
Remove cookies from oven and let them cool completely.
Roll the cookies in powdered sweetener.
Enjoy your cookies! Store the cookies in an air tight container or in fridge, or freeze for a up to two months at least.
Notes
Measuring Flour: Make sure to measure your flour carefully. Spoon the flour into your measuring cup and then level off with a knife. You should be fine, but if the dough seems too dry or wet, you can adjust things easily. See "Why Are My Snowball Cookies Falling Apart?" section above for tips.
Egg or No Egg?: I've made this recipe both ways and they turn out great either way! My youngest likes them with egg, but my oldest has a life threatening allergy so of course we like to have egg-free options for everything. Either way, they are melt-in-your-mouth delicious!
Baking Surface: You can use a cookie sheet plain or with parchment. I personally love my baking stones and use them without anything on top of them. You do want to allow the cookies to cool completely before removing them from whatever surface you bake on. Parchment will help of course--it's your choice!
Powdered Sweetener Options: You can use whatever sweetener you like to make your own Low-carb Powdered Sweetener easily.
Freezing: Many recipes for keto snowball cookies instruct you to put the dough balls on the baking sheet and then freeze the baking sheet. I'm sure a lot of you don't have space in your freezer to do that (I sure don't!) so I find placing the balls in a shallow container is a much better option.
Sweetener: I used Lakanto Powdered Sweetener in the recipe. You can use any 1:1 sugar alternative or even coconut sugar if you like. We eat mostly low-carb so this is what we use. You can also make your own Homemade Powdered Sugar. If you'd like to order Lakanto, you can get 20% off your order using code wholenewmom.