Prep your tools and oven. Heat oven to 350°F (175°C). Line two baking sheets with parchment paper or silicone mats.
Cream the butter and sugar. In a large bowl, beat softened butter with 1/2 cup powdered sugar until smooth and slightly fluffy, about 2 minutes. Mix in the vanilla.
Combine the dry ingredients. In a separate bowl, whisk flour with salt (and cinnamon if using).
Add to the butter mixture and beat on low just until combined.
Fold in the nuts. Stir in the finely chopped nuts. The dough should come together into a soft, crumbly ball when pressed. If it’s very dry and won’t hold, add 1 teaspoon milk and mix briefly.
Shape the cookies. Scoop 1 tablespoon of dough and roll into a smooth 1-inch ball.
Place on prepared sheets, spacing about 1 1/2 inches apart. They won’t spread much.
Bake. Bake 12–15 minutes, until the bottoms are lightly golden and the tops look set. Do not overbake; pale tops are good.
First sugar roll. Let cookies cool on the sheet for 5 minutes.
While still warm, roll each in powdered sugar and place on a rack to cool completely.
Second sugar roll. Once fully cool, roll again in powdered sugar for that classic snowball finish. The double coat sticks better and looks prettier.
Serve or store. Enjoy right away, or pack into tins once the sugar has set.