For the cinnamon balls, whip the egg whites, gradually add the powdered sugar and vanilla sugar. Set aside 4 tablespoons of this mixture.
Add nuts and cinnamon to the rest of the mixture. Form small balls and place them on the baking tray, making a small depression with the end of a wooden spoon.
Pour or sprinkle the snow set aside into the depressions. Bake at 180 degrees for about 10 minutes.