Preheat oven to 375 degrees F (190 degrees C). Grease baking sheets.
In a large bowl, cream together the butter and sugars until light and fluffy. Mix in the cinnamon, nutmeg, cloves, and cayenne pepper. Stir in the flour and salt until just incorporated.
Stir in the walnuts. Shape dough into 1 inch balls and place on the prepared baking sheets. Bake for 10 to 12 minutes in the preheated oven, or until lightly browned.
Allow cookies to cool for 5 minutes before rolling in confectioners' sugar.
Interesting Facts
Mexican Bride cookies are also known as Polvorones.
These cookies can be stored in an airtight container for up to 6 weeks.
Mexican Bride cookies are a traditional Mexican wedding cookie.