In the work bowl of a food processor, place confectioners’ sugar, flour, and salt; pulse until combined. Add egg white and vanilla, and process until mixture holds together and has the consistency of softened butter.

Lightly dust work surface with confectioners’ sugar. Turn out marzipan, and knead until smooth and no longer sticky, dusting with confectioners’ sugar as needed. Shape into a rectangle, and wrap tightly in plastic wrap. Refrigerate for at least 1 hour before using.