Whisk together flours, pecans, cinnamon, and salt. Cream butters and sugar. Add the egg white and continue beating until light and fluffy. Beat in vanilla extract. On low speed, gradually add flour mixture and beat until a dough forms.
Shape the dough into 3-inch balls, about 1 heaping tablespoon each. Place dough balls 2 inches apart on baking sheets lined with parchment paper. Bake until lightly browned on the bottom, 10 minutes.
While cookies are still hot, sift confectioners' sugar over the tops. Transfer to a wire rack and cool completely.