First, finely chop your pecans in a food processor or blender until they're like coarse crumbs – be careful not to process too much, or it will turn into nut butter.
In a big bowl, use an electric mixer to cream together the softened butter, ¾ cup of powdered erythritol, a pinch of salt, and vanilla extract until the mixture is light and fluffy.
Now, gently mix in your finely chopped pecans and almond flour until everything is well combined and forms a soft dough.
Gather the dough into a ball, wrap it tightly in plastic wrap, and let it chill in the refrigerator for about 1 hour. This helps make it easier to work with!
Once chilled, line a baking sheet with parchment paper. Use a 1 ½-inch cookie scoop to portion out the dough, placing the scoops onto the prepared sheet.
Roll each piece of dough between your palms to create perfectly round snowball shapes.
Pop the cookie balls into the freezer for 15 minutes. This step is key to helping them keep their lovely round shape while baking.
While they're freezing, preheat your oven to 350°F (175°C). Bake the frozen cookie balls for 9-11 minutes, or until the tops just begin to look slightly golden. They might still feel a little soft, but will firm up as they cool.
Right after baking, use a small sieve to lightly dust some of the extra powdered erythritol over the warm cookies.
Let the cookies cool completely on the baking sheet for at least 1 hour. This is important for them to set properly!
Finally, pour the remaining powdered erythritol onto a plate and gently roll each cooled cookie in it until it's fully coated, looking just like a beautiful snowball. Enjoy your healthy, festive treat!