In a small bowl, cream butter and sugar. Beat in vanilla. Combine flour and salt; gradually add to creamed mixture. Stir in pecans. Shape tablespoonfuls of dough into 2-in. logs. Place 2 in. apart on ungreased baking sheets.
Bake at 375° for 9-11 minutes or until edges are lightly browned. Roll warm cookies in confectioners’ sugar. Cool on wire racks.