There’s no feeling quite as blissful as your first bite of one of these cookies. Whether you call them Russian tea cakes, Mexican wedding cookies or snowballs, there’s no denying that they’re essential to bake during the Christmas season. A shortbread-like dough, studded with chopped nuts, bakes up to a texture that’s beautifully sandy and tender, never dry or crumbling to bits. The classic finish for them is a roll through powdered sugar—just like dashing through the winter snow! Make this ...