For dunking snowballs, I like to arrange the powdered sugar in a large deep dish pie plate. I use two small forks to lift the cookies from the cookie sheet, and then I set them in the pie plate, and basically bury them in powdered sugar using the forks to 'scoop' it over the tops of the snowballs. I usually can fit 5 or 6 at a time in the pie plate, so I'm not doing this one by one. I let them sit for a minute so that the sugar melts on the surface of the cookie, and it does a better job of sticking. I also don't really try to remove any excess. It usually 'sets' on the cookies pretty well as they cool.