Preheat the oven to 350 degrees F. Lightly grease a large baking sheet with oil.
Mix together the ground almonds, sugar and cinnamon. Whisk the egg whites until they begin to stiffen and fold enough into the almonds to make a fairly firm mixture.
Wet your hands with cold water and roll small spoonfuls of the mixture into balls. Place these on the baking sheet.
Bake for about 15 minutes in the center of the oven. They should be slightly soft inside - too much cooking will make them hard and tough.
With spatula remove from baking sheet to cool. Sift a few tablespoons of confectioner’s sugar onto a plate and when the cinnamon balls are cold slide them onto the plate. Shake gently to completely cover the balls in sugar and store in an airtight container or in the freezer.