Preheat oven to 300°. Line a baking sheet with parchment paper.
In a small bowl, whisk powdered sugar, salt, and vanilla with 1 tbsp. water. Pour in walnuts and stir thoroughly to coat every nook and cranny.
With a slotted spoon, lift nuts from sugar syrup and spread on baking sheet. Bake 12 minutes. Cool until crunchy, and flake off any excess sugar.
Make ahead: Up to 1 month, stored airtight at room temperature.