In a medium bowl, scrape the vanilla bean seeds into the confectioners' sugar. Add the pod, cover with plastic wrap and let stand overnight.
Remove the pod from the confectioners' sugar and discard. Using an electric mixer, beat the confectioners' sugar and butter at high speed until fluffy, about 5 minutes. Beat in the vanilla, baking soda and salt at medium speed. Beat in the whole egg. Mix in the flour at low speed, scraping down the bowl. Divide the dough in half, shape each half into disks and wrap in plastic wrap; refrigerate until firm, at least 1 hour or up to 2 days.
Line 2 cookie sheets with parchment paper. On a floured work surface, roll out one disk to a 1/4-inch-thick round. Using a 3-inch snowman cookie cutter, cut out the cookies; using a metal spatula, transfer to the cookie sheets and refrigerate for 10 minutes.
Position racks in the upper and lower thirds of the oven and preheat to 375 degrees . Beat the egg white with a fork and brush lightly on the cookies; sprinkle generously with granulated sugar. Bake until golden, about 12 minutes; let cool on the pan for 5 minutes before transferring with a metal spatula to racks; let cool completely. Repeat with the remaining disk of dough.