Cream the butter.
Add the sugar and vanilla; beat until light and fluffy.
Stir in the flour, then the pecans; mix well.
Chill 15 minutes.
Roll the dough into small balls the size of a marble.
Place on a greased cookie sheet, spacing them an inch apart.
Bake at 300° for 30 minutes, or until delicately browned.
Roll in confectioners' sugar while warm (not hot), then again when the cookies have cooled.