The truth about polvorones—a crumbly cookie known by many names across Latin America, Spain and the Phillipines—is that they are little more than powdered sugar-coated shortbread made with ground nuts. And whether you call them Russian tea cakes, Mexican wedding cookies, snowballs, biscochos or pan de polvos, most of them are bland and disappointing.
Our inspiration for a better cookie was a Basque variation made with semolina flour, orange zest and cinnamon. We toasted the flour and nuts to give the cookies complex flavor.
Flattening the cookies too much made them delicate. Half-inch-thick discs held up best. The cookies are still fragile fresh out of the oven, so let them cool before moving them to a rack.