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Preheat oven to 350 degrees F.
Using an electric mixer, cream the butter, then sift in confectioners’ sugar and beat until smooth. Add the egg yolk and vanilla and beat until just blended.
Add the flour gradually until a soft dough forms. If dough is too soft to roll easily, refrigerate it for an hour.
Roll teaspoon-size mounds of dough into balls. Place rounded balls 2 inches apart on parchment-lined cookie sheets and bake until golden on the bottom and just golden on top.
Fill a bowl with confectioners’ sugar and toss warm cookies three at a time until they look snowy, then place on a rack to cool. Generously sift more confectioners’ sugar over the cookies before serving.