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. Set aside.
Cream the butter, sweetener, and vanilla in a medium bowl.
Combine the rest of the ingredients (including the chopped pecans) in a small bowl. Add to the creamed mixture and stir to combine.
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 to being just a bit warm.
Roll the cookies in powdered sweetener.
Let cool completely, and then roll in the sweetener again.
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. 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.
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.
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: 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.