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1
For the cookies:
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2
Toast pecans in a dry skillet over medium heat, just until they start to darken and get a little aromatic. Remove from heat and allow to cool a bit.
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3
Grind pecans, confectioners' sugar, salt, and ground nutmeg in a food processor until very finely ground, then pour into a medium size bowl. Whisk in flour and baking powder.
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4
Cream butter and granulated sugar in a stand mixer fitted with a paddle attachment until light and fluffy, approximately 2 minutes. Add egg and vanilla and reduce speed to low and beat until incorporated. Add flour mixture and mix until just combined.
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5
Divide dough into two halves and form discs. Wrap each tightly with plastic wrap, place in the refrigerator until firm, at least 2 hours.
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6
When ready to bake, preheat oven to 375 degrees (F). Line two baking sheets with parchment paper or silicone mats.
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7
Take one disc of dough out of the refrigerator at a time (keep the other one in the fridge until you are ready for it) and roll the dough out on the reverse side of a cookie sheet which has been lightly floured, then refrigerate 20 minutes.
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8
Once the rolled out dough is chilled, cut cookies with a round 2-inch fluted cutter. Cut out centers of half of the circles with a 1/2-inch snowflake cutter; re-roll scraps.
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9
Space cookies 2 inches apart on prepared baking sheets and bake until pale golden about 8-10 minutes rotating pans half-way through baking. Transfer to racks to cool completely.
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10
For the eggnog glaze:
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Combine ingredients in a bowl and stir together until you obtain a smooth glaze.
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12
Dust cutout cookies with confectioners' sugar. Spread eggnog filling onto the uncut cookies and top with the cut cookies.
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13
Store in an airtight container at room temperature for up to 2 days.