Start by finely grinding your pecans in a food processor until they resemble fine crumbs.
Add the almond flour and softened butter to the processor. Pulse until the mixture just starts to come together.
Gently mix in the powdered sweetener, vanilla extract, and salt. Continue processing until a soft dough ball forms. If the dough seems a little dry, add the almond milk, a tiny bit at a time, until it comes together.
Remove the dough, wrap it snugly in plastic wrap, and chill it in the fridge for at least 30 minutes. This makes it easier to roll!
Preheat your oven to 350°F (175°C). Line a baking sheet with parchment paper or a silicone mat.
Scoop out about 2 tablespoons of dough for each cookie and gently roll them into smooth balls. Place them on your prepared baking sheet, leaving about 2 inches between each cookie.
Bake for 13-15 minutes, or until the bottoms are just barely golden. Rotate the baking sheet halfway through for even baking. Be careful not to over-bake these delicate cookies!
Let the cookies cool on the baking sheet for a couple of minutes until they're firm enough to handle.
While the cookies are still warm, sift 1/2 cup of powdered sweetener into a shallow bowl. Gently roll each warm cookie in the sweetener until well coated.
Place the coated cookies on a cooling rack. Once they've completely cooled, you can give them a second roll in the powdered sweetener for an extra "snowy" look, if you like!