Preheat oven to 365 F and line 2 cookie sheets with parchment paper.
Beat egg whites on high speed with a mixer until frothy and stiff peaks form.
Add powdered sugar, a few tablespoons at a time, while still beating with the mixer.
Add finely ground walnuts (a few tablespoons at a time), cinnamon, vanilla extract, and a pinch of salt, while continuing to beat with the mixer for a couple of minutes.
Finally, add the coarsely ground walnuts and stir with a spatula until well incorporated.
Using a cookie scoop, form cookies and place them on the cookie sheets.
Bake in a preheated oven for 10 minutes.
Remove from the oven and let cool for about 5-10 minutes before removing from the cookie sheets.