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Wedding cookies (be they Mexican, Russian, or anything else) are one of my favorites. They're like sugar fireworks, ready to explode into a shower of white confectioners sugar and ground nuts. (Which actually makes me think they're particularly unsuited to weddings and other fancy-dress occasions.) They're simple cookies at heart—just butter, ground nuts, flour, and sugar—but there are a few ways to make them special.
The first involves the nuts. You can really use whatever kind you like—I've used almonds, walnuts, and pecans all to great success—but no matter what you choose, a little toast in the oven and a whirl in the food processor will really bring out their flavors.
The second step is untraditional, but works: coat them in cinnamon sugar. The cinnamon helps to add a flavor that's not just straight sweetness and makes them particularly suited for fall. The result is a nutty, toasted, warm cookie with a crumbly texture and spiced, cinnamon-y taste.