Do you roll pecan balls in confectioners' sugar before, or after they're cooled?

Answer 1

You can do it either way. If you do it while they're warm, the sugar melts into them and will dry like a glaze when cool.
If you roll them when they're cool, they look powdery.
Your call.

Answer 2

I have always rolled pecan balls, or any other cookie or candy recipe, in the confectioner's sugar while the treats are still warm from the oven, since this allows the sugar to cling better. Just be careful not to grab them up too quickly or you will have some very nasty burns, which does not do well during this lovely holiday season.