Using an electric mixer on high speed, beat butter and sugar until light, about 3 minutes. Beat in lemon and lime juices. Reduce mixer speed to low and gradually add flour and salt. Batter will be stiff. Scrape down bowl and add pecans. Mix just until pecans are well incorporated. Cover and chill for at least 1 hour.
Preheat oven to 325°F; line 2 large baking sheets with parchment. Use a level 1-Tbsp. cookie scoop to form small cookies; roll with hands into small balls. Place about 1 inch apart on prepared baking sheets. Bake until set on top and lightly browned around edges, 20 to 25 minutes.
In a large bowl, mix the confectioners' sugar with lemon and lime zest. Remove cookies from oven and let cool slightly. Working with 5 or 6 at a time, roll still-warm cookies in sugar mixture to coat. Let cool on wire racks. When completely cooled, roll in sugar mixture again until completely covered.