1. Place the GF flour, xanthan gum, cornstarch, confectioners' sugar, and salt in a large bowl. Whisk to combine well. Add the finely chopped nuts and whisk again to combine.
2. Add the butter and vanilla, and mix until well combined. Add water by the teaspoonful, mixing after each addition, and mix to combine until the dough holds together.
3. Scoop the dough by a heaping tablespoon onto the baking sheet. Roll each piece of dough into a round gently between the palms of your hands.
4. Coat in confectioners' sugar and bake.