Beat together butter and sweetener.
Add vanilla and egg yolk. Beat to incorporate.
Add in the almond flour and beat to combine.
Stir in the chopped nuts.
Chill for at least 30 minutes.
Preheat oven to 325 F.
Line baking sheet with parchment paper.
Scoop out about 1 1/2 tablespoons of the dough for each cookie and roll into balls. Place on the baking sheet. It the dough is too soft, chill for 30 more minutes, before baking.
Bake for 16-18 minutes, until the edges are starting to brown.
Let the cookies cool for no more than 5 minutes on the baking sheet.
While still warm, roll into confectioners sweetener.