My grandma used to make these cookies shaped like a little crescent with a nutty filling and covered in powdered sugar.
I don't know what they're called. Does anyone know what I'm talking about.
She passed away a year ago and we can't find the recipe, because well, we don't know what they're called, we used to call them "shrimp cookies".

I think they are Mexican Wedding cakes or snowball cookies, just shaped different.

agree with tiggy. they go by a number of names. here's the recipe we use:

½ cup shortening
½ cup butter
1 ½ cup powdered sugar
1 egg
1 tsp vanilla (I always use 2 tsp!)
½ tsp almond extract
2 ½ cup sifted flour
1 tsp baking soda
1 tsp cream of tartar
1 cup chopped pecans
¼ tsp salt
powdered sugar to coat

Beat shortening and butter until light.
Gradually add 1 ½ cup powdered sugar.
Beat in egg, vanilla and almond
Sift together, flour, baking soda, cream of tartar and salt. Add to creamed mixture. Add nuts.
Shape into 1 balls. Bake 8-10 minutes at 400 degrees.
Roll in powdered sugar while still warm.
Roll again in powdered sugar when cool.

Whole nut inside or ground up nuts? I suppose you could try this recipe either way, and in case it's close I'll give you the recipe. It's:

Snow Covered Almond Crescents

1 cup (2 sticks) butter, softened
3/4 cup powdered sugar
1 tsp. almond extract
1 tsp. vanilla extract
2 cups all purpose flour
1/4 tsp. salt
1 cup uncooked oatmeal
1/2 cup finely chopped almonds
powered sugar

Heat oven to 325 degrees. Beat butter, sugar and extract until fluffy. Add flour and salt; mix until well blended. Sir in oats and almonds. Using level measuring tablespoonsfuls, shape dough into crescents. Bake on ungreased cookie sheet 14 - 17 minutes or until bottoms are light golden brown. Remove to wire rack. Sift remaining sugar generously over warm cookies. Cool completely. Makes about 4 dozen.

I find that it's best to work the dough with my hands because it's thick enough to need that, and you can easily shape them into the crescent shape for baking. I always mix my butter (and dough) by hand, it seems to make for a much better dough and much better tasting cookie. I hope this helps.