Polvorones are Spanish cookies popular across Latin America, Spain and the Philippines. With a firm yet crumbly texture, they’re similar to shortbread. Our take on the popular cookies was inspired by a lesser-known Basque version made with semolina and spiced with orange zest and cinnamon. To give the cookies deep, complex flavor, we toast both the walnuts and semolina in a skillet before making the dough. Adding the ground cinnamon to the hot semolina bloomed it, bringing out its aroma. Flattening the dough into very thin rounds resulted in cookies that were too delicate; ½-inch-thick disks held up best, especially when tossed in powdered sugar after baking. The cookies are indeed fragile when hot out of the oven, so let them cool several minutes before transferring to a wire rack.