Snowballs are such a wonderful standby at holiday time because they are easy to make and keep for a very long time. This slight variation adds a little orange zest to give a bright and unexpected flavor to the cookies. Preheat a conventional oven to 325°F or a convection oven to 310°F and set the oven racks so they divide the oven into thirds. Line two baking sheets with parchment. Cream the butter, sugar, and zest on medium-high speed for about 2 minutes until creamy. Add the flour and blend on low speed until it is mixed in. Add the nuts and blend again on low speed until just combined, about 15 seconds. Roll heaping teaspoonsful of dough and place it on the baking pans. Bake in the preheated oven, rotating the pans halfway through the baking time, for about 20 minutes. When the cookies are done, they will be lightly browned and fairly firm to the touch. The cookies will firm up a little more when they cool. Remove the pans from the oven and set them on wire racks to cool. Place the extra confectioners sugar in a shallow dish. After they have cooled for 5 minutes, carefully roll the cookies in the confectioners sugar and place them on the wire racks to finish cooling. When they are completely cooled, roll them in the sugar again. Store the cookies, with wax paper between the layers, in an airtight container for up to one month.