Cookie recipes cross geographic lines and are often called by different names, depending on where the cookie is being made. That's the case with Mexican Wedding Cake cookies or Mexican Snowballs or Butterballs or Russian Tea Cakes or Polvorones as these cookies are all called depending on where in the world you are. Legend has it that in the US, these cookies were always known as Russian Tea Cakes, until that is the 1950's around the time of the Cold War due to strained relations with Russia. Then people began calling them Mexican Wedding Cake cookies to avoid In New England, these cookies were also known assnowballs or pecan sandies.