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Heat the oven to 180C/160C fan/gas 4. Line a large baking tray with baking parchment. Tip the pecans into a food processor and blitz until they resemble a rough powder. Tip into a bowl and stir in the flour.
In a separate bowl, beat the butter, caster sugar and orange zest together with an electric whisk until pale and fluffy. Add the flour and pecan mix and stir with a wooden spoon until everything comes together in a rough dough. Shape into 10 even-sized balls and put on the tray.
Bake for 15 mins until set but the top is still pale in colour. Leave to cool on the tray for 5 mins, then, once cool enough to handle, gently roll the balls in the icing sugar and return to the tray. Leave to cool completely. Will keep in an airtight container for up to five days. Dust with more icing sugar just before serving.