Preheat the oven to 350°. Position 2 racks in the upper and lower
thirds of the oven. Line 2 large rimmed baking sheets with
parchment paper.
Spread the walnut halves on a large rimmed baking sheet and toast
in the oven for about 9 minutes, until they are golden and fragrant.
Let cool slightly, then transfer the walnut halves to a work surface
and finely chop them.
In a large bowl, whisk the confectioners' sugar with the cocoa
powder and salt. Whisk in the chopped walnuts. Add the egg whites
and vanilla extract and beat just until the batter is moistened (be
careful not to overbeat or it will stiffen). Spoon the batter onto the
baking sheets in 12 evenly spaced mounds.
Bake the cookies for about 20 minutes, until the tops of the cookies
are glossy and lightly cracked and feel firm to the touch; shift the
pans from front to back and top to bottom halfway through.
Slide the parchment paper (with the cookies) onto 2 wire racks to
cool completely before serving.
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