In a large bowl, whisk together confectioners' sugar with cocoa powder and salt. Whisk in the chopped walnuts.
Add egg whites and vanilla extract and beat just until the batter is moistened (be careful not to overbeat or it will stiffen).
Spoon batter onto baking sheets in 12 evenly spaced mounds.
Bake cookies for about 20 minutes, until tops of the cookies are glossy and lightly cracked and feel firm to the touch. Shift the pans from front to back and top to bottom halfway through.
Slide parchment paper (with the cookies) onto 2 wire racks to cool completely before serving.