Using food processor, chop walnuts with a tablespoon of flour in quick bursts until the nuts are powder like but be careful not to turn nuts into a paste.
Process the processed walnuts, flour, butter, confectioners sugar until it starts to come together.
Add vanilla, then cold water by the teaspoon as you process, until the dough forms a soft, not too sticky, ball.
Put into a plastic bag and refrigerate for half an hour or more.
Preheat oven to 375. Roll out ropes of dough on a lightly floured board and form small horseshoes (about 3” in length before formed into U-shapes).
Bake on cookie sheets or baking pans for about 10 - 15 minutes or until the bottoms are golden.
Remove to platters to cool and dust with confectioners sugar, preferably vanilla sugar (can be made by putting a stick of vanilla, skin pierced down the length of one side of bean, in a jar of confectioners sugar for a few days).