In a mixing bowl, whisk together sugar with room-temperature butter.
To the butter, add in chopped pecans and flour. Whisk again to combine all ingredients together.
Form the cookie dough into circles. Place Nutella pieces on the inside. Fold over and seal. Place cookies on a baking sheet.
Bake cookies for 15 minutes or until they're golden brown. Allow the snowball cookies to cool slightly for about 5 minutes, then roll each cookie through the powdered sugar while they're still warm. Allow to cools completely and once again roll all cookies through the powdered sugar.