Preheat oven to 400◦. Lightly grease two rimmed baking sheets with nonstick cooking spray.
Using an electric mixer on low speed, beat all the ingredients together. As the mixture begins to combine, gradually increase the speed until you get to medium. Continue beating until the mixture changes from being dry and crumbly to a moist dough - it may take a minutes or two.
Roll the dough into 1-inch balls and place on a baking sheet an inch or two apart. (You should be able to fit 24 onto a baking sheet.)
Bake until the tops of the cookies are just starting to turn golden and the bottoms are lightly browned, about 10 minutes. Let the cookies cool a minute or two on the baking sheet until you are able to safely handle them. Roll each cookie in confectionary sugar and place on a wire rack to fully cool.
While the first sheet is baking, roll the remaining balls for the second sheet.