Place the powdered sugar in a small bowl. Scoop out a heaping tablespoon of dough, one at a time. Then, shape into a ball using your hands. Roll the ball in the powdered sugar covering all sides. Be generous with the powdered sugar!
If the dough is sticky, refrigerate it for 30 minutes, and it will be easier to work with. You can also try wetting your hands just a little bit, and the dough should stick less.