I'm pretty sure the most common name for these tasty little cookies is a Mexican Wedding Cookie. I've also heard them called Sandies - or Pecan Sandies if you use pecans instead of walnuts. WE call them Snowballs cookies because we mainly make them at Christmastime.
This cookie freezes well. Come to think of it, I suppose ALL cookies freeze well... it's the taste and texture AFTERWARDS that is the issue. :) Snowballs maintain their taste and texture wonderfully after thawing. I'm doing up a bunch right now to use for Christmas in a few weeks.
Snowballs or Wedding Cookies
1 C. butter (not margarine!)
1/2 C. sugar
2 tsp. water
2 tsp. vanilla
2 C. flour
1 C. nuts, finely chopped (walnuts unless you want pecan sandies - your preference)
Blend the sugar, butter, water and vanilla. Add 2 C. flour and the nuts and mix well. Cover and chill for a few hours. Roll in balls about the size of a walnut. Place 2 inches apart on a cookie sheet. Bake at 325 degrees for 20 minutes. Remove to cooling rack. While cookies are still warm, roll in powdered sugar and set back on rack to finish cooling. Will make 30-40 cookies.
Joy's Notes: When it's time to roll in powdered sugar, I just use a quart or gallon sized baggie and put about 1/2 C. of powdered sugar in it. I can cover 5-6 cookies at a time by shaking that gently. If you're not eating them within a few days, freeze in an airtight container for up to 2 months.