Mix Cheddar cheese and margarine together in a large bowl until well-combined. Add flour, pecans, and salt; stir until dough is well-mixed. Roll into 1- to 2-inch balls and place on a baking sheet.
Bake in the preheated oven until golden brown, 15 to 20 minutes. Cool completely.
Pour confectioners' sugar into a shallow bowl; roll cooled cheese balls in sugar to coat completely.
