Prepare for baking. Preheat the oven to 300°F / 150°C / gas mark 2 and position a baking rack in the center of the oven. Line 2 cookie sheets with parchment paper (baking paper).

Cream butter and condensed milk. Place the softened butter and sweetened condensed milk into a large mixing bowl. Beat until the mixture is creamy and looks uniform. You can use a stand mixer with the paddle attachment or a hand mixer.

Add flour and nuts. Slowly mix in the flour and ground walnuts until the dough just comes together. Scrape down the sides of the bowl as needed.

Shape cookies. Using a 1-tbsp cookie scoop, divide the dough into individual portions. Roll each piece into a ball between the palms of your hands. If the dough is sticky, lightly dust your hands with flour. Place the cookies on the lined baking sheets, spacing them 2 in / 5 cm apart.

Bake snowballs. Bake the snowball cookies until slightly browned around the edges, for 18 to 22 minutes. Rotate the baking sheets halfway through baking.

Cool. Take the cookies out of the oven and allow them to cool on the baking sheet for 10 minutes. Then transfer the cookies to a wire rack and let them sit until they are cool enough to handle.

Dust cookies. Add powdered sugar into a small mixing bowl. While the cookies are still warm, roll each cookie in the bowl until completely covered in sugar.

Store. Keep your snowball cookies in an airtight container and place sheets of parchment (baking) paper between layers. Make sure they are completely cooled before storing, or the condensation will soften them. Snowballs will last for 1 week at room temperature or 2 weeks in the fridge.