In a food processor, grind together the pistachios with the confectioner's sugar and zest until the pistachios are very finely ground. Set aside.
Combine the egg whites and salt in the bowl of a very clean and dry mixing bowl. Whisk with an electric mixer until the egg whites become foamy. Slowly add the superfine granulated sugar and beat on high until you get stiff, white peaks (this can take a few minutes). Set aside about one-quarter of the meringue mixture (just eyeball it). Fold the remaining meringue into the ground nut mixture until you've created a thick paste.
Preheat the oven to 300 degrees F.
Sift a generous layer of confectioners' sugar onto a piece of parchment. Flatten the paste onto the parchment with your hands (spray your hands with nonstick cooking spray to keep the paste from sticking to your hands). Sift a generous layer of confectioners' sugar on top of the paste and top with another piece of parchment. Roll to about 1/4 inch thick.
Using a 2-inch star-shaped cookie cutter (dipped in confectioners' sugar to keep the cutter from sticking), stamp out the stars and place on a parchment-lined cookie sheet an inch or so apart (the cookies don't spread, so there's not much worry). Using a small offset spatula, smear the tops of each star with a light layer of the reserved meringue. Continue with the rest of the cookies and a second parchment-lined cookie sheet.
Bake until the meringue just begins to brown, about 15 minutes. The cookies should be light and chewy, not hard and crunchy.