Preheat the oven to 350 degrees. Prepare your cookie sheet with parchment paper.
In a mixing bowl, beat the margarine, powdered sugar and vanilla until the mixture is smooth.
Beat in the flour, baking soda and salt until well combined, and then mix in the chopped pecans.
Roll the dough into about one-inch balls and space them one inch apart on your baking sheet.
Bake for 15 minutes or until the cookies are set up and just beginning to brown on the edges.
Add some powdered sugar to a bowl. Let the cookies cool for five minutes and then thoroughly coat them in the powdered sugar. Set them aside, and coat them again once they are cool.