Two traditional holiday ingredients—nuts and citrus—are used in this classic butter cookie. The combination is fragrant, nutty, and all around delicious.
Preheat oven to 350 degrees with racks in upper and lower thirds. Process nuts in a food processor until finely chopped, about 20 seconds (do not overprocess). Transfer nuts to a large bowl; add flour, granulated sugar, butter, zest, and salt. Mix with hands until dough just comes together and forms a ball.
Halve dough; shape each into a disk. Transfer to a baking sheet lined with parchment paper. With lightly floured hands, shape 1 disk into a 7-inch round, and score to mark 12 equal wedges (do not cut through). Sprinkle with 1 tablespoon sanding sugar. Repeat with remaining disk and sanding sugar.
Bake, rotating halfway through, until golden brown, 15 to 20 minutes. While shortbread is warm, cut wedges to separate completely. Let wedges cool slightly on sheets, then transfer to a rack to cool completely.