Combine powdered sugar, cocoa, and salt. Add walnuts, then stir in egg whites and vanilla. Mix until well combined.
Spoon 2 tablespoons of batter per cookie onto a parchment-lined baking sheet, placing only 6 cookies per sheet. They will expand dramatically.
Bake at 320F for 12-15 minutes, until they puff up and crack a little bit. Cookies will be glossy.
Slide the parchment with the cookies onto a cooling rack. Cool completely before removing from the parchment. Store in an airtight container for a few days.