Line a large rimmed baking sheet with unbleached parchment paper and set it aside.

In a large bowl, place the flour, xanthan gum, cornstarch, 2/3 cup confectioners’ sugar, and salt, and whisk to combine well.

Add the finely chopped nuts and whisk again to combine.

Chop the butter into 1 tablespoon chunks and scatter it on top of the dry ingredients. Add the vanilla too, and mix until well combined.

Press down on the butter with the back of a spoon to distribute it throughout the dough.

The cookie dough will look somewhat sandy, clumping in places. Add water by the scant teaspoonful, mixing after each addition until the dough holds together easily when squeezed. Don’t oversaturate it!

Scoop dough by the heaping tablespoon, roll each piece gently into a ball, and don’t pack it too tightly.

Place granulated sugar in a small bowl. Coat each ball of cookie dough in the sugar by shaking it back and forth.

Place the shaped dough on a flat surface and in the refrigerator to chill for 10 minutes.

The dough should firm up, making the sugar less visible.

Preheat your oven to 375°F while the dough chills.

Place the remaining 1/3 cup confectioners’ sugar in a small bowl. Toss the chilled dough balls in the sugar to coat completely.

Arrange the coated balls on the prepared baking sheet about 1 ½ inches apart.

Bake in the center of the oven until set in the center and firm to the touch, about 12 minutes.

Cool completely after removing from the oven.

Once cooled, toss in confectioners' sugar again for that perfect snowball finish. If not serving right away, wait to coat until just before serving.